+104.8%
ASML vs VIK
+228.1%
-123.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +4.0% |
| 7D | +1.1% | -3.0% | +4.1% | +2.5% |
| 30D | +2.2% | -20.7% | +22.9% | +13.2% |
| 3M | -2.3% | -4.6% | +2.3% | -0.6% |
| 6M | +23.0% | +14.0% | +9.0% | +14.5% |
| YTD | +61.1% | +20.2% | +40.9% | +45.9% |
| 1Y | +129.1% | +36.0% | +93.1% | +95.5% |
| All | +104.8% | +228.1% | -123.3% | +15.2% |
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