+14.3%
F vs VIK
+239.9%
-225.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.5% | -2.5% |
| 7D | -3.9% | +3.2% | -7.0% | -4.8% |
| 30D | -0.5% | +8.2% | -8.6% | -2.8% |
| 3M | -12.9% | -14.7% | +1.8% | -9.4% |
| 6M | +1.5% | +10.3% | -8.7% | -2.7% |
| YTD | -5.0% | +24.5% | -29.5% | -12.7% |
| 1Y | -7.3% | +45.7% | -53.1% | -18.7% |
| All | +14.3% | +239.9% | -225.6% | -15.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling