+50.2%
NSC vs VIK
+236.8%
-186.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.4% |
| 7D | -3.4% | +2.6% | -6.0% | -4.0% |
| 30D | +3.6% | +7.9% | -4.3% | +1.8% |
| 3M | -1.4% | -15.2% | +13.8% | +1.9% |
| 6M | +6.0% | +6.5% | -0.6% | +3.3% |
| YTD | +15.5% | +23.3% | -7.8% | +7.5% |
| 1Y | +16.2% | +47.7% | -31.5% | +2.7% |
| All | +50.2% | +236.8% | -186.6% | +7.2% |
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