+1.2%
EXE vs VIK
+34.6%
-33.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.3% | -2.0% |
| 7D | -3.1% | -0.9% | -2.2% | -3.2% |
| 30D | -0.9% | -18.4% | +17.5% | -2.3% |
| 3M | +9.6% | -8.8% | +18.3% | +8.7% |
| 6M | -11.6% | +17.1% | -28.7% | -11.4% |
| YTD | -12.6% | +19.0% | -31.6% | -12.6% |
| 1Y | +1.2% | +30.1% | -29.0% | -3.4% |
| All | +1.2% | +34.6% | -33.4% | -3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling