+16.3%
UL vs VIK
+225.3%
-209.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.4% | +1.8% | -1.5% |
| 7D | -3.2% | -0.8% | -2.4% | -3.2% |
| 30D | -0.6% | -18.0% | +17.5% | +0.4% |
| 3M | +9.4% | -5.8% | +15.2% | +9.7% |
| 6M | -4.1% | +17.2% | -21.3% | -4.8% |
| YTD | -2.0% | +19.1% | -21.1% | -2.7% |
| 1Y | -9.0% | +33.6% | -42.6% | -9.9% |
| All | +16.3% | +225.3% | -209.0% | +14.1% |
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