+78.8%
ASML vs VIK
+243.7%
-164.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.6% |
| 7D | +4.9% | +2.7% | +2.2% | +3.7% |
| 30D | -9.3% | +8.8% | -18.1% | -12.7% |
| 3M | -19.0% | -15.3% | -3.7% | -13.1% |
| 6M | -5.2% | +9.4% | -14.6% | -10.1% |
| YTD | +40.6% | +25.9% | +14.8% | +24.4% |
| 1Y | +47.5% | +51.0% | -3.5% | +20.2% |
| All | +78.8% | +243.7% | -164.9% | -1.9% |
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