+202.8%
NET vs VIK
+248.6%
-45.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.2% | -8.8% | -4.6% |
| 7D | -16.4% | +5.4% | -21.8% | -17.9% |
| 30D | -25.8% | +12.5% | -38.4% | -29.0% |
| 3M | -11.5% | -15.2% | +3.7% | -6.6% |
| 6M | +18.9% | +15.4% | +3.6% | +12.0% |
| YTD | +35.2% | +27.7% | +7.5% | +20.1% |
| 1Y | +14.5% | +59.7% | -45.3% | -8.2% |
| All | +202.8% | +248.6% | -45.8% | +188.0% |
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