-8.2%
VFC vs VIK
+37.7%
-45.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.2% |
| 7D | -1.6% | -3.0% | +1.4% | +0.2% |
| 30D | -11.6% | -20.7% | +9.1% | +0.6% |
| 3M | -18.1% | -4.6% | -13.5% | -16.8% |
| 6M | -27.4% | +14.0% | -41.3% | -34.5% |
| YTD | -24.8% | +20.2% | -45.0% | -35.3% |
| 1Y | -8.2% | +36.0% | -44.2% | -31.0% |
| All | -8.2% | +37.7% | -45.9% | -31.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling