+80.1%
DE vs VIK
+225.3%
-145.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | +0.2% |
| 7D | -3.0% | -0.8% | -2.2% | -2.9% |
| 30D | +11.1% | -18.0% | +29.2% | +15.7% |
| 3M | +17.6% | -5.8% | +23.4% | +18.7% |
| 6M | +13.6% | +17.2% | -3.6% | +8.6% |
| YTD | +46.3% | +19.1% | +27.1% | +38.5% |
| 1Y | +44.2% | +33.6% | +10.5% | +32.5% |
| All | +80.1% | +225.3% | -145.2% | +37.2% |
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