+46.3%
BABA vs VIK
+233.3%
-187.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.4% | -3.7% |
| 7D | +3.8% | +0.1% | +3.7% | +3.7% |
| 30D | -5.4% | +6.8% | -12.2% | -6.5% |
| 3M | -17.9% | -17.6% | -0.3% | -15.6% |
| 6M | -24.1% | +5.4% | -29.5% | -25.7% |
| YTD | -27.4% | +22.1% | -49.5% | -31.1% |
| 1Y | -36.1% | +49.3% | -85.4% | -41.3% |
| All | +46.3% | +233.3% | -187.0% | +12.9% |
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