+52.0%
BABA vs VIK
+234.5%
-182.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.3% | +1.0% |
| 7D | +11.6% | 0.0% | +11.6% | +11.6% |
| 30D | +2.3% | +7.7% | -5.4% | +1.0% |
| 3M | -13.7% | -17.6% | +3.9% | -11.2% |
| 6M | -21.9% | +1.7% | -23.6% | -23.0% |
| YTD | -24.6% | +22.5% | -47.1% | -28.5% |
| 1Y | -34.1% | +52.6% | -86.7% | -39.7% |
| All | +52.0% | +234.5% | -182.5% | +17.2% |
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