+138.9%
C vs VIK
+236.8%
-97.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.4% | -1.8% |
| 7D | +3.2% | +3.6% | -0.4% | +1.7% |
| 30D | +1.3% | -16.7% | +18.0% | +8.5% |
| 3M | +3.1% | -1.1% | +4.2% | +3.0% |
| 6M | +29.6% | +27.8% | +1.8% | +15.3% |
| YTD | +19.0% | +23.3% | -4.4% | +7.2% |
| 1Y | +45.6% | +38.2% | +7.5% | +24.7% |
| All | +138.9% | +236.8% | -97.9% | +62.2% |
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 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