+96.7%
NVDA vs VIK
+243.7%
-147.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.5% |
| 7D | -12.7% | +2.7% | -15.5% | -13.8% |
| 30D | -26.4% | +8.8% | -35.2% | -29.1% |
| 3M | -27.6% | -15.3% | -12.3% | -22.6% |
| 6M | -27.7% | +9.4% | -37.1% | -31.7% |
| YTD | -12.5% | +25.9% | -38.3% | -24.5% |
| 1Y | -12.6% | +51.0% | -63.6% | -32.1% |
| All | +96.7% | +243.7% | -147.0% | +7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling