+237.5%
VIK vs FDS
-28.1%
+265.6%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.3% | +6.9% | +3.1% |
| 7D | +3.6% | -5.4% | +9.0% | +4.2% |
| 30D | -16.7% | +1.6% | -18.3% | -17.1% |
| 3M | -1.1% | +17.7% | -18.8% | -3.7% |
| 6M | +27.8% | +29.1% | -1.2% | +21.3% |
| YTD | +23.3% | +1.0% | +22.4% | +27.3% |
| 1Y | +38.2% | -21.6% | +59.8% | +61.6% |
| All | +237.5% | -28.1% | +265.6% | +335.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FDS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling