+49.7%
BN vs VIK
+228.1%
-178.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.5% | -0.4% |
| 7D | -2.5% | -3.0% | +0.6% | -1.2% |
| 30D | -9.5% | -20.7% | +11.2% | -0.3% |
| 3M | -10.4% | -4.6% | -5.7% | -9.4% |
| 6M | -6.4% | +14.0% | -20.3% | -13.6% |
| YTD | -11.9% | +20.2% | -32.0% | -21.0% |
| 1Y | -8.6% | +36.0% | -44.6% | -23.2% |
| All | +49.7% | +228.1% | -178.4% | -11.7% |
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