+228.8%
VIK vs FDS
-24.9%
+253.7%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.5% | +3.8% | +0.7% |
| 7D | -3.0% | -1.9% | -1.1% | -2.8% |
| 30D | -20.7% | +9.0% | -29.8% | -21.7% |
| 3M | -4.6% | +18.9% | -23.5% | -7.0% |
| 6M | +14.0% | +35.1% | -21.1% | +7.6% |
| YTD | +20.2% | +5.5% | +14.7% | +23.5% |
| 1Y | +36.0% | -16.8% | +52.8% | +56.9% |
| All | +228.8% | -24.9% | +253.7% | +322.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling