+105.2%
RTX vs VIK
+239.9%
-134.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.1% | -1.3% |
| 7D | +3.4% | +3.2% | +0.2% | +2.9% |
| 30D | +8.4% | +8.2% | +0.2% | +7.1% |
| 3M | -10.7% | -14.7% | +4.0% | -8.9% |
| 6M | +11.7% | +10.3% | +1.4% | +9.5% |
| YTD | +9.3% | +24.5% | -15.1% | +4.6% |
| 1Y | +13.3% | +45.7% | -32.4% | +5.6% |
| All | +105.2% | +239.9% | -134.7% | +72.8% |
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