-7.7%
LOW vs VIK
+236.8%
-244.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.6% | -4.4% | -2.4% |
| 7D | +0.4% | +3.6% | -3.2% | -0.5% |
| 30D | -10.1% | -16.7% | +6.6% | -6.2% |
| 3M | -2.9% | -1.1% | -1.8% | -3.2% |
| 6M | -19.4% | +27.8% | -47.2% | -24.9% |
| YTD | -15.4% | +23.3% | -38.8% | -20.9% |
| 1Y | -24.9% | +38.2% | -63.1% | -32.0% |
| All | -7.7% | +236.8% | -244.6% | -32.0% |
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