+50.3%
NSC vs VIK
+228.1%
-177.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -5.5% | -3.0% | -2.5% | -4.9% |
| 30D | -3.2% | -20.7% | +17.5% | +1.8% |
| 3M | +7.7% | -4.6% | +12.3% | +8.2% |
| 6M | +4.5% | +14.0% | -9.5% | -0.2% |
| YTD | +15.6% | +20.2% | -4.6% | +8.4% |
| 1Y | +19.8% | +36.0% | -16.2% | +8.2% |
| All | +50.3% | +228.1% | -177.8% | +8.1% |
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