+2.7%
TLT vs VIK
+228.1%
-225.5%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | -0.4% | -3.0% | +2.6% | -0.3% |
| 30D | -0.6% | -20.7% | +20.2% | +0.1% |
| 3M | -2.7% | -4.6% | +1.9% | -2.6% |
| 6M | -5.6% | +14.0% | -19.6% | -6.0% |
| YTD | -2.8% | +20.2% | -22.9% | -3.3% |
| 1Y | -1.4% | +36.0% | -37.4% | -2.0% |
| All | +2.7% | +228.1% | -225.5% | +1.3% |
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