-37.6%
BAX vs VIK
+221.3%
-258.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.4% | -0.5% |
| 7D | -5.4% | -1.8% | -3.6% | -5.0% |
| 30D | -12.4% | -17.3% | +4.9% | -8.2% |
| 3M | +19.1% | -5.1% | +24.2% | +20.1% |
| 6M | +38.6% | +16.2% | +22.4% | +31.5% |
| YTD | +26.7% | +17.6% | +9.1% | +19.7% |
| 1Y | +1.0% | +33.5% | -32.5% | -7.6% |
| All | -37.6% | +221.3% | -258.8% | -50.5% |
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