-20.5%
VIAV vs VIK
-1.5%
-19.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +2.6% | +8.5% | +8.9% |
| 7D | +11.3% | +3.6% | +7.7% | +8.3% |
| 30D | -1.0% | -16.7% | +15.7% | +12.4% |
| 3M | -20.5% | -1.1% | -19.4% | -24.6% |
| All | -20.5% | -1.5% | -19.0% | -24.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling