-9.1%
T vs VIK
+37.7%
-46.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -1.9% |
| 7D | -1.3% | -3.0% | +1.8% | -1.4% |
| 30D | +11.4% | -20.7% | +32.1% | +10.2% |
| 3M | +14.3% | -4.6% | +18.9% | +13.8% |
| 6M | -9.3% | +14.0% | -23.2% | -8.7% |
| YTD | +7.1% | +20.2% | -13.1% | +6.5% |
| 1Y | -9.1% | +36.0% | -45.1% | -10.8% |
| All | -9.1% | +37.7% | -46.8% | -10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling