+110.9%
MOD vs VIK
+228.1%
-117.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.0% | +4.1% |
| 7D | +9.6% | -3.0% | +12.6% | +12.0% |
| 30D | 0.0% | -20.7% | +20.8% | +17.6% |
| 3M | -35.4% | -4.6% | -30.7% | -33.7% |
| 6M | -7.3% | +14.0% | -21.3% | -17.8% |
| YTD | +45.8% | +20.2% | +25.6% | +22.6% |
| 1Y | +43.1% | +36.0% | +7.1% | +8.9% |
| All | +110.9% | +228.1% | -117.2% | -9.7% |
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