-55.9%
IT vs VIK
+228.1%
-284.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.3% | -4.9% | -4.7% |
| 7D | -6.0% | -3.0% | -3.0% | -5.4% |
| 30D | 0.0% | -20.7% | +20.7% | +4.9% |
| 3M | +13.1% | -4.6% | +17.7% | +13.1% |
| 6M | +11.7% | +14.0% | -2.3% | +5.0% |
| YTD | -26.1% | +20.2% | -46.3% | -31.9% |
| 1Y | -21.3% | +36.0% | -57.3% | -30.6% |
| All | -55.9% | +228.1% | -284.0% | -68.4% |
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