+37.8%
NFLX vs VIK
+221.3%
-183.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.2% |
| 7D | -8.1% | -1.8% | -6.2% | -7.8% |
| 30D | +1.6% | -17.3% | +18.9% | +4.3% |
| 3M | -7.3% | -5.1% | -2.3% | -7.1% |
| 6M | -21.6% | +16.2% | -37.8% | -24.8% |
| YTD | -18.9% | +17.6% | -36.6% | -22.8% |
| 1Y | -39.1% | +33.5% | -72.6% | -44.0% |
| All | +37.8% | +221.3% | -183.5% | +4.0% |
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 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