+109.1%
C vs VIK
+234.5%
-125.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | -0.1% |
| 7D | -2.4% | 0.0% | -2.4% | -2.4% |
| 30D | -6.0% | +7.7% | -13.6% | -8.8% |
| 3M | -10.5% | -17.6% | +7.1% | -4.0% |
| 6M | -5.7% | +1.7% | -7.4% | -7.4% |
| YTD | +4.1% | +22.5% | -18.4% | -6.2% |
| 1Y | +20.5% | +52.6% | -32.2% | -1.1% |
| All | +109.1% | +234.5% | -125.4% | +42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling