+1,597.5%
BE vs VIK
+243.7%
+1,353.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.1% | -6.0% | -5.6% |
| 7D | +10.8% | +2.7% | +8.1% | +9.0% |
| 30D | -19.8% | +8.8% | -28.6% | -23.5% |
| 3M | -18.7% | -15.3% | -3.4% | -10.2% |
| 6M | -33.7% | +9.4% | -43.1% | -36.5% |
| YTD | +121.0% | +25.9% | +95.1% | +91.3% |
| 1Y | +85.4% | +51.0% | +34.4% | +42.7% |
| All | +1,597.5% | +243.7% | +1,353.9% | +796.8% |
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 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