+64.0%
RF vs VIK
+233.3%
-169.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.5% | +2.3% |
| 7D | -0.1% | +0.1% | -0.3% | -0.3% |
| 30D | +7.0% | +6.8% | +0.2% | +4.5% |
| 3M | -7.0% | -17.6% | +10.6% | -1.4% |
| 6M | +6.8% | +5.4% | +1.3% | +3.4% |
| YTD | +9.9% | +22.1% | -12.2% | -0.5% |
| 1Y | +21.1% | +49.3% | -28.2% | +1.2% |
| All | +64.0% | +233.3% | -169.3% | +6.8% |
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