+0.5%
BA vs VIK
+233.3%
-232.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -1.7% | +0.1% | -1.8% | -1.8% |
| 30D | -9.5% | +6.8% | -16.2% | -11.5% |
| 3M | -26.5% | -17.6% | -8.9% | -22.2% |
| 6M | -27.4% | +5.4% | -32.8% | -29.2% |
| YTD | -20.6% | +22.1% | -42.7% | -27.1% |
| 1Y | -11.4% | +49.3% | -60.7% | -24.9% |
| All | +0.5% | +233.3% | -232.8% | -38.7% |
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