+73.2%
BHP vs VIK
+225.1%
-151.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.5% |
| 7D | -3.6% | -0.9% | -2.7% | -3.4% |
| 30D | -1.2% | -18.4% | +17.2% | +3.7% |
| 3M | +1.2% | -8.8% | +10.0% | +3.0% |
| 6M | +21.4% | +17.1% | +4.3% | +15.5% |
| YTD | +50.4% | +19.0% | +31.4% | +42.0% |
| 1Y | +67.5% | +30.1% | +37.4% | +54.6% |
| All | +73.2% | +225.1% | -151.9% | +33.1% |
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