+225.7%
VIK vs FTV
-2.9%
+228.6%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.0% |
| 7D | -0.9% | -4.0% | +3.0% | +1.8% |
| 30D | -18.4% | -11.0% | -7.4% | -11.8% |
| 3M | -8.8% | -8.4% | -0.4% | -4.1% |
| 6M | +17.1% | -2.6% | +19.7% | +17.1% |
| YTD | +19.0% | -0.6% | +19.7% | +15.9% |
| 1Y | +30.1% | +11.0% | +19.2% | +15.3% |
| All | +225.7% | -2.9% | +228.6% | +219.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 10y: compounded portfolio wealth divided by compounded FTV 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…
10y analysis · Full analysis span regression · 6 months rolling