+9.4%
EXE vs VIK
+239.9%
-230.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.2% |
| 7D | +3.6% | +3.2% | +0.4% | +3.3% |
| 30D | -4.3% | +8.2% | -12.5% | -5.1% |
| 3M | -7.7% | -14.7% | +7.0% | -6.3% |
| 6M | -7.2% | +10.3% | -17.5% | -9.1% |
| YTD | -18.5% | +24.5% | -43.0% | -22.3% |
| 1Y | -24.4% | +45.7% | -70.1% | -30.3% |
| All | +9.4% | +239.9% | -230.5% | -13.5% |
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