+929.5%
PL vs VIK
+228.1%
+701.4%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.5% | -1.4% |
| 7D | -9.3% | -3.0% | -6.3% | -7.6% |
| 30D | -18.9% | -20.7% | +1.8% | -7.0% |
| 3M | -58.4% | -4.6% | -53.7% | -57.3% |
| 6M | -30.3% | +14.0% | -44.3% | -37.2% |
| YTD | -8.1% | +20.2% | -28.3% | -22.2% |
| 1Y | +180.5% | +36.0% | +144.5% | +115.4% |
| All | +929.5% | +228.1% | +701.4% | +420.4% |
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