+60.9%
USB vs VIK
+234.5%
-173.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -1.0% |
| 7D | 0.0% | 0.0% | 0.0% | -0.1% |
| 30D | +5.8% | +7.7% | -1.8% | +3.4% |
| 3M | -6.0% | -17.6% | +11.7% | -0.8% |
| 6M | +7.8% | +1.7% | +6.1% | +6.0% |
| YTD | +14.6% | +22.5% | -7.9% | +5.0% |
| 1Y | +31.8% | +52.6% | -20.9% | +11.9% |
| All | +60.9% | +234.5% | -173.6% | +12.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling