-8.3%
IR vs VIK
+243.7%
-252.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.7% |
| 7D | +2.5% | +2.7% | -0.2% | +1.4% |
| 30D | +9.2% | +8.8% | +0.4% | +5.5% |
| 3M | +0.9% | -15.3% | +16.3% | +7.1% |
| 6M | +19.2% | +9.4% | +9.9% | +13.6% |
| YTD | +7.5% | +25.9% | -18.4% | -4.2% |
| 1Y | +11.7% | +51.0% | -39.3% | -7.5% |
| All | -8.3% | +243.7% | -252.0% | -33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling