+47.5%
NSC vs VIK
+225.3%
-177.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +2.0% | -0.6% |
| 7D | -2.0% | -0.8% | -1.2% | -1.9% |
| 30D | -3.2% | -18.0% | +14.9% | +1.0% |
| 3M | +3.9% | -5.8% | +9.7% | +4.7% |
| 6M | +7.8% | +17.2% | -9.4% | +2.2% |
| YTD | +13.4% | +19.1% | -5.7% | +6.6% |
| 1Y | +20.3% | +33.6% | -13.3% | +9.1% |
| All | +47.5% | +225.3% | -177.8% | +6.3% |
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