+17.6%
BX vs VIK
+225.1%
-207.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.2% | +1.3% | +2.0% |
| 7D | -5.6% | -0.9% | -4.7% | -5.2% |
| 30D | -12.2% | -18.4% | +6.2% | -4.6% |
| 3M | +7.4% | -8.8% | +16.2% | +10.6% |
| 6M | +22.2% | +17.1% | +5.0% | +11.0% |
| YTD | -14.0% | +19.0% | -33.1% | -23.0% |
| 1Y | -27.3% | +30.1% | -57.4% | -38.1% |
| All | +17.6% | +225.1% | -207.5% | -27.7% |
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