+130.4%
BTDR vs VIK
+236.8%
-106.5%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.6% | -0.3% | 0.0% |
| 7D | +22.4% | +3.6% | +18.8% | +18.7% |
| 30D | +16.5% | -16.7% | +33.2% | +35.4% |
| 3M | -31.5% | -1.1% | -30.4% | -31.0% |
| 6M | +74.0% | +27.8% | +46.2% | +42.4% |
| YTD | +13.0% | +23.3% | -10.3% | -5.5% |
| 1Y | -0.2% | +38.2% | -38.4% | -25.7% |
| All | +130.4% | +236.8% | -106.5% | -13.9% |
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