+109.1%
EXPE vs VIK
+236.8%
-127.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +2.6% | -10.5% | -9.1% |
| 7D | -9.8% | +3.6% | -13.3% | -11.3% |
| 30D | -11.5% | -16.7% | +5.2% | -4.5% |
| 3M | +21.7% | -1.1% | +22.8% | +20.9% |
| 6M | +10.4% | +27.8% | -17.4% | -4.8% |
| YTD | -2.5% | +23.3% | -25.9% | -14.7% |
| 1Y | +27.3% | +38.2% | -10.8% | +4.5% |
| All | +109.1% | +236.8% | -127.8% | +57.1% |
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