+225.7%
VIK vs BAH
-45.9%
+271.6%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.2% |
| 7D | -0.9% | +4.3% | -5.2% | -1.2% |
| 30D | -18.4% | -2.5% | -16.0% | -18.3% |
| 3M | -8.8% | -0.9% | -7.8% | -8.7% |
| 6M | +17.1% | +1.5% | +15.7% | +16.7% |
| YTD | +19.0% | -8.0% | +27.0% | +19.1% |
| 1Y | +30.1% | -24.7% | +54.9% | +32.3% |
| All | +225.7% | -45.9% | +271.6% | +231.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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