+10.3%
ON vs VIK
+225.1%
-214.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.2% | +7.3% | +7.8% |
| 7D | +2.4% | -0.9% | +3.3% | +2.8% |
| 30D | -8.6% | -18.4% | +9.8% | +1.7% |
| 3M | -34.3% | -8.8% | -25.6% | -31.5% |
| 6M | +28.5% | +17.1% | +11.4% | +14.9% |
| YTD | +40.6% | +19.0% | +21.6% | +23.3% |
| 1Y | +55.3% | +30.1% | +25.2% | +28.3% |
| All | +10.3% | +225.1% | -214.8% | -42.8% |
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 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