+98.8%
EXPE vs VIK
+239.9%
-141.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +1.1% |
| 7D | -4.2% | +3.2% | -7.4% | -5.6% |
| 30D | -4.5% | +8.2% | -12.7% | -7.5% |
| 3M | -19.7% | -14.7% | -5.0% | -14.2% |
| 6M | +18.3% | +10.3% | +8.0% | +11.3% |
| YTD | -7.3% | +24.5% | -31.8% | -19.1% |
| 1Y | -3.9% | +45.7% | -49.6% | -22.9% |
| All | +98.8% | +239.9% | -141.1% | +49.0% |
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