+66.5%
BROS vs VIK
+225.3%
-158.8%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.4% | -0.2% |
| 7D | -6.6% | -0.8% | -5.8% | -6.2% |
| 30D | -12.3% | -18.0% | +5.7% | -3.1% |
| 3M | -22.2% | -5.8% | -16.4% | -20.6% |
| 6M | -14.3% | +17.2% | -31.4% | -23.4% |
| YTD | -26.6% | +19.1% | -45.7% | -35.1% |
| 1Y | -31.5% | +33.6% | -65.1% | -43.4% |
| All | +66.5% | +225.3% | -158.8% | +12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling