+224.3%
TPR vs VIK
+228.1%
-3.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -2.3% | -3.0% | +0.7% | -1.1% |
| 30D | -23.0% | -20.7% | -2.2% | -15.8% |
| 3M | -12.5% | -4.6% | -7.8% | -11.7% |
| 6M | -21.4% | +14.0% | -35.4% | -27.1% |
| YTD | -3.5% | +20.2% | -23.7% | -12.8% |
| 1Y | +17.4% | +36.0% | -18.7% | 0.0% |
| All | +224.3% | +228.1% | -3.8% | +123.1% |
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 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