-67.8%
QID vs VIK
+225.3%
-293.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.9% | -1.6% |
| 7D | -1.9% | -0.8% | -1.1% | -2.4% |
| 30D | +1.7% | -18.0% | +19.8% | -9.5% |
| 3M | -3.9% | -5.8% | +1.9% | -5.8% |
| 6M | -30.0% | +17.2% | -47.1% | -19.0% |
| YTD | -28.2% | +19.1% | -47.3% | -15.1% |
| 1Y | -35.6% | +33.6% | -69.3% | -17.0% |
| All | -67.8% | +225.3% | -293.1% | -24.9% |
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