+245.1%
VIK vs FDS
-16.7%
+261.7%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.7% | -0.5% | +1.9% |
| 7D | -1.2% | -2.1% | +0.9% | -1.0% |
| 30D | +11.5% | +16.0% | -4.5% | +9.5% |
| 3M | -11.3% | +18.8% | -30.1% | -13.4% |
| 6M | +11.3% | +54.1% | -42.8% | +3.7% |
| YTD | +26.1% | +17.0% | +9.1% | +27.8% |
| 1Y | +50.0% | +25.5% | +24.4% | +46.8% |
| All | +245.1% | -16.7% | +261.7% | +337.2% |
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