-40.4%
DOW vs VIK
+228.1%
-268.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.3% | -3.1% |
| 7D | -2.4% | -3.0% | +0.7% | -2.0% |
| 30D | +0.4% | -20.7% | +21.1% | +3.5% |
| 3M | -14.4% | -4.6% | -9.8% | -14.8% |
| 6M | -7.0% | +14.0% | -21.0% | -12.4% |
| YTD | +30.2% | +20.2% | +10.0% | +19.6% |
| 1Y | +29.2% | +36.0% | -6.8% | +12.9% |
| All | -40.4% | +228.1% | -268.6% | -60.0% |
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