+19.9%
EXE vs VIK
+221.3%
-201.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.4% |
| 7D | -2.2% | -1.8% | -0.4% | -2.0% |
| 30D | -0.8% | -17.3% | +16.5% | +1.0% |
| 3M | +10.0% | -5.1% | +15.1% | +10.0% |
| 6M | -6.3% | +16.2% | -22.5% | -9.5% |
| YTD | -10.7% | +17.6% | -28.3% | -14.3% |
| 1Y | +2.7% | +33.5% | -30.8% | -4.4% |
| All | +19.9% | +221.3% | -201.4% | -4.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling