-24.1%
LYB vs VIK
+225.1%
-249.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.1% | -1.0% |
| 7D | +0.3% | -0.9% | +1.2% | +0.3% |
| 30D | +2.5% | -18.4% | +20.9% | +4.0% |
| 3M | +1.4% | -8.8% | +10.2% | +1.5% |
| 6M | -3.5% | +17.1% | -20.6% | -8.6% |
| YTD | +52.0% | +19.0% | +32.9% | +42.0% |
| 1Y | +22.1% | +30.1% | -8.1% | +10.1% |
| All | -24.1% | +225.1% | -249.2% | -46.7% |
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 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