+226.0%
NEM vs VIK
+236.8%
-10.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -1.3% |
| 7D | +3.9% | +3.6% | +0.3% | +3.2% |
| 30D | +12.7% | -16.7% | +29.5% | +16.4% |
| 3M | +28.7% | -1.1% | +29.7% | +27.9% |
| 6M | +9.8% | +27.8% | -18.0% | +3.8% |
| YTD | +28.1% | +23.3% | +4.8% | +21.6% |
| 1Y | +69.3% | +38.2% | +31.2% | +57.7% |
| All | +226.0% | +236.8% | -10.9% | +161.4% |
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 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