+56.4%
BABA vs VIK
+236.8%
-180.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.2% | -0.9% |
| 7D | -0.2% | +3.6% | -3.8% | -0.7% |
| 30D | -12.3% | -16.7% | +4.5% | -9.8% |
| 3M | -5.3% | -1.1% | -4.2% | -5.8% |
| 6M | -13.1% | +27.8% | -40.9% | -17.9% |
| YTD | -22.4% | +23.3% | -45.8% | -26.3% |
| 1Y | -19.5% | +38.2% | -57.7% | -25.0% |
| All | +56.4% | +236.8% | -180.4% | +20.7% |
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