-41.3%
DOW vs VIK
+225.1%
-266.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.2% | -2.2% |
| 7D | -1.4% | -0.9% | -0.5% | -1.3% |
| 30D | -3.9% | -18.4% | +14.5% | -1.4% |
| 3M | -12.7% | -8.8% | -3.9% | -12.3% |
| 6M | -13.7% | +17.1% | -30.8% | -19.5% |
| YTD | +28.4% | +19.0% | +9.3% | +18.1% |
| 1Y | +21.8% | +30.1% | -8.4% | +7.9% |
| All | -41.3% | +225.1% | -266.3% | -60.5% |
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