+5.4%
B vs VIK
+47.3%
-41.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.9% |
| 7D | -7.3% | +2.7% | -10.1% | -8.0% |
| 30D | -3.3% | +8.8% | -12.1% | -5.4% |
| 3M | -7.8% | -15.3% | +7.5% | -4.2% |
| 6M | -15.5% | +9.4% | -24.9% | -19.0% |
| YTD | -12.3% | +25.9% | -38.1% | -18.5% |
| 1Y | +5.4% | +51.0% | -45.6% | -1.3% |
| All | +5.4% | +47.3% | -41.9% | -1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling