+26.8%
EXC vs VIK
+225.3%
-198.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | -0.7% |
| 7D | +0.3% | -0.8% | +1.1% | +0.3% |
| 30D | -0.9% | -18.0% | +17.2% | -1.6% |
| 3M | -2.7% | -5.8% | +3.1% | -2.8% |
| 6M | -9.4% | +17.2% | -26.5% | -8.7% |
| YTD | +3.0% | +19.1% | -16.1% | +3.9% |
| 1Y | +5.1% | +33.6% | -28.5% | +6.5% |
| All | +26.8% | +225.3% | -198.5% | +30.9% |
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