+108.5%
GOOGL vs VIK
+225.1%
-116.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | +1.4% |
| 7D | 0.0% | -0.9% | +0.9% | +0.3% |
| 30D | -1.4% | -18.4% | +17.0% | +4.2% |
| 3M | -5.3% | -8.8% | +3.4% | -3.3% |
| 6M | +9.8% | +17.1% | -7.4% | +3.8% |
| YTD | +8.4% | +19.0% | -10.7% | +1.5% |
| 1Y | +41.2% | +30.1% | +11.0% | +28.5% |
| All | +108.5% | +225.1% | -116.5% | +58.9% |
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