+242.5%
INTC vs VIK
+225.1%
+17.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.4% | +2.0% |
| 7D | +7.5% | -0.9% | +8.4% | +8.0% |
| 30D | +2.0% | -18.4% | +20.4% | +12.9% |
| 3M | -12.0% | -8.8% | -3.2% | -7.4% |
| 6M | +114.5% | +17.1% | +97.4% | +97.6% |
| YTD | +179.0% | +19.0% | +159.9% | +152.9% |
| 1Y | +318.3% | +30.1% | +288.1% | +259.9% |
| All | +242.5% | +225.1% | +17.4% | +86.8% |
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