+58.2%
NDAQ vs VIK
+221.3%
-163.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -2.1% |
| 7D | -6.8% | -1.8% | -5.0% | -6.4% |
| 30D | -3.2% | -17.3% | +14.1% | +0.7% |
| 3M | +6.5% | -5.1% | +11.5% | +7.1% |
| 6M | +5.7% | +16.2% | -10.5% | +0.5% |
| YTD | -4.6% | +17.6% | -22.3% | -9.8% |
| 1Y | -1.6% | +33.5% | -35.1% | -10.2% |
| All | +58.2% | +221.3% | -163.0% | +24.4% |
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