+100.2%
GOOG vs VIK
+225.3%
-125.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.4% | +1.3% | -1.1% |
| 7D | -1.6% | -0.8% | -0.7% | -1.3% |
| 30D | -7.7% | -18.0% | +10.4% | -2.6% |
| 3M | -9.3% | -5.8% | -3.5% | -8.3% |
| 6M | +7.4% | +17.2% | -9.7% | +1.6% |
| YTD | +4.9% | +19.1% | -14.3% | -1.8% |
| 1Y | +37.2% | +33.6% | +3.6% | +23.9% |
| All | +100.2% | +225.3% | -125.1% | +52.3% |
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