+49.7%
D vs VIK
+236.8%
-187.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | +0.1% |
| 7D | +2.4% | +2.6% | -0.2% | +2.3% |
| 30D | +10.9% | +7.9% | +3.0% | +10.5% |
| 3M | +2.8% | -15.2% | +18.0% | +3.4% |
| 6M | +12.7% | +6.5% | +6.2% | +12.1% |
| YTD | +20.3% | +23.3% | -3.0% | +18.8% |
| 1Y | +17.1% | +47.7% | -30.6% | +14.4% |
| All | +49.7% | +236.8% | -187.1% | +36.3% |
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 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