+225.7%
VIK vs BB
+175.9%
+49.8%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.9% |
| 7D | -0.9% | -0.4% | -0.5% | -0.8% |
| 30D | -18.4% | -12.5% | -5.9% | -16.4% |
| 3M | -8.8% | -17.4% | +8.7% | -6.6% |
| 6M | +17.1% | +119.1% | -102.0% | -5.8% |
| YTD | +19.0% | +102.4% | -83.3% | -2.6% |
| 1Y | +30.1% | +98.2% | -68.0% | +5.2% |
| All | +225.7% | +175.9% | +49.8% | +130.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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