+122.9%
NVT vs VIK
+221.3%
-98.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.5% |
| 7D | +2.0% | -1.8% | +3.9% | +3.0% |
| 30D | -7.2% | -17.3% | +10.1% | +1.6% |
| 3M | -0.9% | -5.1% | +4.1% | +1.2% |
| 6M | +42.6% | +16.2% | +26.4% | +29.8% |
| YTD | +52.9% | +17.6% | +35.2% | +36.8% |
| 1Y | +64.5% | +33.5% | +30.9% | +36.6% |
| All | +122.9% | +221.3% | -98.3% | +18.9% |
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