-22.5%
PODD vs VIK
+225.1%
-247.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.2% | -2.2% |
| 7D | -10.5% | -0.9% | -9.6% | -10.4% |
| 30D | -9.0% | -18.4% | +9.4% | -6.2% |
| 3M | -11.5% | -8.8% | -2.8% | -10.8% |
| 6M | -44.7% | +17.1% | -61.9% | -47.3% |
| YTD | -53.6% | +19.0% | -72.6% | -56.0% |
| 1Y | -61.0% | +30.1% | -91.1% | -63.8% |
| All | -22.5% | +225.1% | -247.6% | -41.0% |
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