+68.9%
T vs VIK
+228.1%
-159.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -1.9% |
| 7D | -1.3% | -3.0% | +1.8% | -1.3% |
| 30D | +11.4% | -20.7% | +32.1% | +11.3% |
| 3M | +14.3% | -4.6% | +18.9% | +14.1% |
| 6M | -9.3% | +14.0% | -23.2% | -9.4% |
| YTD | +7.1% | +20.2% | -13.1% | +6.5% |
| 1Y | -9.1% | +36.0% | -45.1% | -10.0% |
| All | +68.9% | +228.1% | -159.3% | +61.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling