+126.0%
EQX vs VIK
+221.3%
-95.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.2% | -3.8% | -4.8% |
| 7D | -7.0% | -1.8% | -5.2% | -6.7% |
| 30D | +4.8% | -17.3% | +22.1% | +8.5% |
| 3M | +25.6% | -5.1% | +30.7% | +25.8% |
| 6M | -25.8% | +16.2% | -42.0% | -28.7% |
| YTD | -12.7% | +17.6% | -30.4% | -16.6% |
| 1Y | +14.1% | +33.5% | -19.5% | +6.5% |
| All | +126.0% | +221.3% | -95.2% | +75.7% |
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