+31.4%
BP vs VIK
+228.1%
-196.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.3% | +0.5% |
| 7D | +3.9% | -3.0% | +7.0% | +4.0% |
| 30D | +7.6% | -20.7% | +28.4% | +8.2% |
| 3M | +0.7% | -4.6% | +5.3% | +0.4% |
| 6M | +15.5% | +14.0% | +1.5% | +13.3% |
| YTD | +30.8% | +20.2% | +10.7% | +27.0% |
| 1Y | +34.3% | +36.0% | -1.7% | +27.7% |
| All | +31.4% | +228.1% | -196.7% | +5.9% |
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