+55.2%
SPY vs VIK
+243.7%
-188.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.6% |
| 7D | +2.6% | +2.7% | -0.1% | +1.9% |
| 30D | -2.0% | +8.8% | -10.8% | -4.1% |
| 3M | -2.8% | -15.3% | +12.5% | +1.0% |
| 6M | +2.1% | +9.4% | -7.2% | -1.1% |
| YTD | +11.5% | +25.9% | -14.4% | +2.8% |
| 1Y | +13.5% | +51.0% | -37.5% | -1.0% |
| All | +55.2% | +243.7% | -188.5% | +12.7% |
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