+0.1%
BA vs VIK
+239.9%
-239.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.3% |
| 7D | -0.6% | +3.2% | -3.7% | -1.5% |
| 30D | -8.0% | +8.2% | -16.2% | -10.4% |
| 3M | -25.8% | -14.7% | -11.1% | -22.4% |
| 6M | -27.6% | +10.3% | -37.8% | -30.4% |
| YTD | -21.0% | +24.5% | -45.5% | -27.9% |
| 1Y | -12.3% | +45.7% | -58.0% | -24.8% |
| All | +0.1% | +239.9% | -239.8% | -39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling