+153.2%
CSCO vs VIK
+225.1%
-71.9%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.2% | +3.2% | +4.1% |
| 7D | +2.7% | -0.9% | +3.6% | +2.9% |
| 30D | -9.5% | -18.4% | +8.9% | -5.4% |
| 3M | -7.6% | -8.8% | +1.2% | -5.9% |
| 6M | +44.9% | +17.1% | +27.7% | +38.3% |
| YTD | +47.7% | +19.0% | +28.6% | +39.9% |
| 1Y | +69.1% | +30.1% | +38.9% | +56.3% |
| All | +153.2% | +225.1% | -71.9% | +101.7% |
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