+54.9%
BN vs VIK
+239.9%
-185.0%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.4% |
| 7D | -0.3% | +3.2% | -3.4% | -1.7% |
| 30D | +13.6% | +8.2% | +5.4% | +9.7% |
| 3M | -6.7% | -14.7% | +8.0% | -0.7% |
| 6M | -9.0% | +10.3% | -19.2% | -14.2% |
| YTD | -8.8% | +24.5% | -33.3% | -19.7% |
| 1Y | -10.6% | +45.7% | -56.3% | -27.3% |
| All | +54.9% | +239.9% | -185.0% | -10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling