+15.0%
MOD vs VIK
+233.3%
-218.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.4% | +10.2% | +10.1% |
| 7D | -13.9% | +0.1% | -14.1% | -15.1% |
| 30D | -41.5% | +6.8% | -48.3% | -45.0% |
| 3M | -45.7% | -17.6% | -28.1% | -39.1% |
| 6M | -61.1% | +5.4% | -66.6% | -63.9% |
| YTD | -20.5% | +22.1% | -42.6% | -35.0% |
| 1Y | -32.1% | +49.3% | -81.4% | -52.3% |
| All | +15.0% | +233.3% | -218.3% | -52.1% |
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