+24.9%
BROS vs VIK
+239.9%
-215.0%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.3% | -2.4% | -3.0% |
| 7D | -2.5% | +3.2% | -5.6% | -4.2% |
| 30D | -11.2% | +8.2% | -19.4% | -14.5% |
| 3M | -33.9% | -14.7% | -19.2% | -28.2% |
| 6M | -33.5% | +10.3% | -43.8% | -37.8% |
| YTD | -44.9% | +24.5% | -69.4% | -52.3% |
| 1Y | -41.5% | +45.7% | -87.2% | -53.6% |
| All | +24.9% | +239.9% | -215.0% | -17.2% |
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