+103.4%
P vs VIK
+236.8%
-133.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.9% | -1.3% |
| 7D | -13.3% | +2.6% | -15.9% | -14.2% |
| 30D | -34.0% | +7.9% | -41.9% | -36.2% |
| 3M | +4.1% | -15.2% | +19.2% | +12.1% |
| 6M | +30.5% | +6.5% | +23.9% | +25.0% |
| YTD | +52.2% | +23.3% | +28.9% | +32.0% |
| 1Y | +10.3% | +47.7% | -37.4% | -14.8% |
| All | +103.4% | +236.8% | -133.4% | +14.1% |
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 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