+23.8%
BA vs VIK
+228.1%
-204.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.6% | +0.7% |
| 7D | +1.2% | -3.0% | +4.2% | +2.2% |
| 30D | -11.6% | -20.7% | +9.1% | -5.1% |
| 3M | -2.4% | -4.6% | +2.3% | -1.4% |
| 6M | -6.6% | +14.0% | -20.6% | -11.5% |
| YTD | -2.2% | +20.2% | -22.4% | -9.6% |
| 1Y | -8.0% | +36.0% | -44.0% | -19.3% |
| All | +23.8% | +228.1% | -204.4% | -24.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling