+228.8%
VIK vs BB
+177.0%
+51.8%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -3.0% | -5.6% | +2.6% | -2.0% |
| 30D | -20.7% | -11.8% | -8.9% | -18.9% |
| 3M | -4.6% | -25.5% | +20.9% | -0.4% |
| 6M | +14.0% | +121.3% | -107.3% | -8.5% |
| YTD | +20.2% | +103.2% | -83.0% | -1.8% |
| 1Y | +36.0% | +102.6% | -66.6% | +9.3% |
| All | +228.8% | +177.0% | +51.8% | +132.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling