+116.8%
CSCO vs VIK
+243.7%
-126.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.1% | -7.4% | -6.5% |
| 7D | +1.9% | +2.7% | -0.8% | +1.2% |
| 30D | -15.8% | +8.8% | -24.6% | -17.5% |
| 3M | -15.4% | -15.3% | -0.1% | -12.3% |
| 6M | -5.4% | +9.4% | -14.8% | -7.7% |
| YTD | +26.5% | +25.9% | +0.6% | +18.2% |
| 1Y | +25.9% | +51.0% | -25.1% | +12.2% |
| All | +116.8% | +243.7% | -126.9% | +70.4% |
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