+44.0%
MAR vs VIK
+221.3%
-177.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.3% |
| 7D | -2.1% | -1.8% | -0.2% | -1.5% |
| 30D | -5.7% | -17.3% | +11.6% | +1.0% |
| 3M | -14.6% | -5.1% | -9.6% | -14.0% |
| 6M | +1.3% | +16.2% | -14.8% | -6.9% |
| YTD | +6.7% | +17.6% | -10.9% | -2.9% |
| 1Y | +26.4% | +33.5% | -7.1% | +8.6% |
| All | +44.0% | +221.3% | -177.2% | -6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling