+26.6%
EXC vs VIK
+228.1%
-201.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.3% | -1.1% |
| 7D | +0.3% | -3.0% | +3.3% | +0.2% |
| 30D | -3.7% | -20.7% | +17.0% | -4.5% |
| 3M | -1.3% | -4.6% | +3.4% | -1.4% |
| 6M | -9.7% | +14.0% | -23.7% | -9.1% |
| YTD | +2.9% | +20.2% | -17.3% | +3.8% |
| 1Y | +4.4% | +36.0% | -31.6% | +5.8% |
| All | +26.6% | +228.1% | -201.5% | +30.8% |
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