+98.5%
P vs VIK
+228.1%
-129.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | +6.5% | -3.0% | +9.6% | +8.1% |
| 30D | +18.8% | -20.7% | +39.6% | +32.0% |
| 3M | +26.7% | -4.6% | +31.4% | +28.7% |
| 6M | +62.2% | +14.0% | +48.2% | +47.1% |
| YTD | +48.5% | +20.2% | +28.3% | +30.2% |
| 1Y | +26.4% | +36.0% | -9.6% | +1.7% |
| All | +98.5% | +228.1% | -129.6% | +12.6% |
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 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