-8.4%
T vs VIK
+31.2%
-39.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.5% |
| 7D | -2.4% | -1.8% | -0.6% | -2.5% |
| 30D | +4.3% | -17.3% | +21.6% | +3.4% |
| 3M | +11.6% | -5.1% | +16.6% | +11.1% |
| 6M | -5.6% | +16.2% | -21.8% | -5.3% |
| YTD | +6.6% | +17.6% | -11.1% | +5.8% |
| 1Y | -8.4% | +33.5% | -41.9% | -10.1% |
| All | -8.4% | +31.2% | -39.6% | -10.1% |
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