+30.0%
BKNG vs VIK
+221.3%
-191.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.8% | +0.9% |
| 7D | -10.7% | -1.8% | -8.8% | -10.1% |
| 30D | -18.1% | -17.3% | -0.8% | -13.0% |
| 3M | +8.5% | -5.1% | +13.6% | +9.6% |
| 6M | -0.1% | +16.2% | -16.3% | -7.1% |
| YTD | -18.2% | +17.6% | -35.9% | -24.6% |
| 1Y | -19.9% | +33.5% | -53.4% | -30.0% |
| All | +30.0% | +221.3% | -191.3% | -18.0% |
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