+273.0%
TWLO vs VIK
+225.1%
+47.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.8% | -2.1% |
| 7D | -2.4% | -0.9% | -1.5% | -2.2% |
| 30D | -7.8% | -18.4% | +10.6% | -1.0% |
| 3M | +10.0% | -8.8% | +18.8% | +12.9% |
| 6M | +79.5% | +17.1% | +62.3% | +63.1% |
| YTD | +59.8% | +19.0% | +40.8% | +43.0% |
| 1Y | +121.7% | +30.1% | +91.5% | +88.7% |
| All | +273.0% | +225.1% | +47.9% | +143.7% |
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