+172.4%
NVTS vs VIK
+225.1%
-52.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.2% | +3.1% | +3.5% |
| 7D | -1.4% | -0.9% | -0.5% | -0.8% |
| 30D | -16.5% | -18.4% | +1.9% | -5.5% |
| 3M | -47.6% | -8.8% | -38.9% | -44.7% |
| 6M | +7.3% | +17.1% | -9.9% | -6.3% |
| YTD | +62.9% | +19.0% | +43.8% | +40.2% |
| 1Y | +91.3% | +30.1% | +61.1% | +54.2% |
| All | +172.4% | +225.1% | -52.7% | +21.6% |
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