+225.9%
VIK vs FDS
-30.6%
+256.5%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.4% | 0.0% | -3.0% |
| 7D | -0.8% | -8.8% | +8.0% | +0.2% |
| 30D | -18.0% | -1.4% | -16.7% | -18.1% |
| 3M | -5.8% | +13.9% | -19.7% | -8.0% |
| 6M | +17.2% | +27.4% | -10.2% | +11.0% |
| YTD | +19.1% | -2.5% | +21.6% | +23.4% |
| 1Y | +33.6% | -23.8% | +57.4% | +56.3% |
| All | +225.9% | -30.6% | +256.5% | +322.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling