+56.5%
SPY vs VIK
+225.3%
-168.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +3.0% | +0.4% |
| 7D | -0.4% | -0.8% | +0.4% | -0.2% |
| 30D | -1.4% | -18.0% | +16.7% | +3.4% |
| 3M | +3.7% | -5.8% | +9.5% | +4.7% |
| 6M | +13.0% | +17.2% | -4.2% | +6.8% |
| YTD | +12.4% | +19.1% | -6.7% | +5.3% |
| 1Y | +18.5% | +33.6% | -15.1% | +6.9% |
| All | +56.5% | +225.3% | -168.8% | +15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling