+54.1%
ALL vs VIK
+221.3%
-167.2%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.6% |
| 7D | -4.3% | -1.8% | -2.5% | -4.1% |
| 30D | -3.6% | -17.3% | +13.7% | -1.8% |
| 3M | +13.2% | -5.1% | +18.3% | +13.3% |
| 6M | +22.5% | +16.2% | +6.3% | +18.6% |
| YTD | +22.7% | +17.6% | +5.1% | +18.2% |
| 1Y | +28.3% | +33.5% | -5.2% | +20.5% |
| All | +54.1% | +221.3% | -167.2% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 VIK 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