+46.0%
NSC vs VIK
+234.5%
-188.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.5% | -4.4% | -3.2% |
| 7D | -6.6% | 0.0% | -6.6% | -6.6% |
| 30D | +2.2% | +7.7% | -5.5% | +0.4% |
| 3M | -6.2% | -17.6% | +11.4% | -2.4% |
| 6M | +1.7% | +1.7% | 0.0% | +0.3% |
| YTD | +12.2% | +22.5% | -10.3% | +4.6% |
| 1Y | +15.4% | +52.6% | -37.2% | +1.0% |
| All | +46.0% | +234.5% | -188.6% | +4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling