+26.5%
COST vs VIK
+225.3%
-198.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | -0.5% |
| 7D | -2.8% | -0.8% | -2.0% | -2.7% |
| 30D | -5.3% | -18.0% | +12.8% | -3.3% |
| 3M | -6.7% | -5.8% | -0.9% | -6.4% |
| 6M | -9.9% | +17.2% | -27.1% | -12.8% |
| YTD | +5.1% | +19.1% | -14.0% | +1.2% |
| 1Y | -7.3% | +33.6% | -40.9% | -12.9% |
| All | +26.5% | +225.3% | -198.8% | +2.1% |
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