+57.2%
BABA vs VIK
+228.1%
-170.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | -4.8% | -3.0% | -1.7% | -4.3% |
| 30D | -11.9% | -20.7% | +8.8% | -8.6% |
| 3M | -9.3% | -4.6% | -4.6% | -9.2% |
| 6M | -14.2% | +14.0% | -28.2% | -17.5% |
| YTD | -22.0% | +20.2% | -42.2% | -25.6% |
| 1Y | -12.7% | +36.0% | -48.7% | -18.5% |
| All | +57.2% | +228.1% | -170.9% | +21.8% |
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