-23.0%
CMCSA vs VIK
+225.1%
-248.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.1% |
| 7D | -4.9% | -0.9% | -3.9% | -4.7% |
| 30D | -1.1% | -18.4% | +17.3% | +2.0% |
| 3M | +6.6% | -8.8% | +15.3% | +7.8% |
| 6M | -15.5% | +17.1% | -32.6% | -18.5% |
| YTD | -6.7% | +19.0% | -25.7% | -10.7% |
| 1Y | -15.6% | +30.1% | -45.7% | -20.9% |
| All | -23.0% | +225.1% | -248.1% | -41.3% |
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