+2.7%
TLT vs VIK
+236.8%
-234.2%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.7% | -0.1% |
| 7D | +0.4% | +3.6% | -3.2% | +0.3% |
| 30D | -0.3% | -16.7% | +16.4% | +0.3% |
| 3M | -1.7% | -1.1% | -0.7% | -1.7% |
| 6M | -4.9% | +27.8% | -32.7% | -5.5% |
| YTD | -2.8% | +23.3% | -26.1% | -3.3% |
| 1Y | -4.2% | +38.2% | -42.4% | -4.9% |
| All | +2.7% | +236.8% | -234.2% | +1.2% |
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