+97.1%
NXT vs VIK
+228.1%
-131.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | -1.1% | -3.0% | +1.9% | +0.2% |
| 30D | -15.3% | -20.7% | +5.4% | -7.2% |
| 3M | -43.8% | -4.6% | -39.1% | -42.8% |
| 6M | -18.7% | +14.0% | -32.6% | -23.4% |
| YTD | -3.0% | +20.2% | -23.2% | -10.4% |
| 1Y | +22.7% | +36.0% | -13.3% | +8.6% |
| All | +97.1% | +228.1% | -131.0% | +24.8% |
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