+40.8%
META vs VIK
+236.8%
-196.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.2% | -1.5% |
| 7D | +6.0% | +3.6% | +2.5% | +4.7% |
| 30D | +3.6% | -16.7% | +20.4% | +10.2% |
| 3M | +4.9% | -1.1% | +6.0% | +4.1% |
| 6M | -4.7% | +27.8% | -32.5% | -15.4% |
| YTD | -6.9% | +23.3% | -30.2% | -16.6% |
| 1Y | -18.2% | +38.2% | -56.4% | -30.5% |
| All | +40.8% | +236.8% | -196.1% | -8.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling