+62.6%
BROS vs VIK
+225.1%
-162.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.4% |
| 7D | -5.8% | -0.9% | -4.8% | -5.3% |
| 30D | -14.0% | -18.4% | +4.5% | -4.6% |
| 3M | -32.5% | -8.8% | -23.7% | -29.8% |
| 6M | -14.9% | +17.1% | -32.0% | -23.9% |
| YTD | -28.3% | +19.0% | -47.3% | -36.6% |
| 1Y | -34.0% | +30.1% | -64.1% | -44.7% |
| All | +62.6% | +225.1% | -162.5% | +10.0% |
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 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