+19.6%
EXE vs VIK
+225.3%
-205.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.4% | +1.8% | -1.3% |
| 7D | -2.7% | -0.8% | -1.9% | -2.6% |
| 30D | -0.4% | -18.0% | +17.7% | +1.5% |
| 3M | +9.5% | -5.8% | +15.3% | +9.6% |
| 6M | -9.3% | +17.2% | -26.5% | -12.5% |
| YTD | -10.9% | +19.1% | -30.0% | -14.7% |
| 1Y | +4.3% | +33.6% | -29.3% | -2.8% |
| All | +19.6% | +225.3% | -205.7% | -5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling