+47.1%
EQT vs VIK
+221.3%
-174.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.9% | +0.8% |
| 7D | -1.2% | -1.8% | +0.7% | -0.9% |
| 30D | +1.1% | -17.3% | +18.4% | +3.7% |
| 3M | +4.8% | -5.1% | +9.8% | +4.9% |
| 6M | -10.6% | +16.2% | -26.8% | -14.6% |
| YTD | +3.4% | +17.6% | -14.2% | -2.1% |
| 1Y | +8.7% | +33.5% | -24.8% | -1.0% |
| All | +47.1% | +221.3% | -174.2% | +1.0% |
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