+135.7%
TER vs VIK
+244.4%
-108.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.3% | +6.0% | +6.9% |
| 7D | +5.9% | -1.2% | +7.1% | +7.2% |
| 30D | -30.8% | +11.5% | -42.3% | -35.4% |
| 3M | -29.9% | -11.3% | -18.6% | -24.9% |
| 6M | -27.5% | +11.3% | -38.8% | -32.8% |
| YTD | +37.5% | +26.1% | +11.4% | +17.6% |
| 1Y | +50.3% | +50.0% | +0.3% | +15.2% |
| All | +135.7% | +244.4% | -108.7% | +16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling