+36.0%
VIK vs BG
+50.1%
-14.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.4% | +0.1% |
| 7D | -3.0% | +2.8% | -5.8% | -2.7% |
| 30D | -20.7% | +12.0% | -32.8% | -19.6% |
| 3M | -4.6% | -7.7% | +3.1% | -4.9% |
| 6M | +14.0% | +4.5% | +9.5% | +14.2% |
| YTD | +20.2% | +35.7% | -15.5% | +19.7% |
| 1Y | +36.0% | +50.1% | -14.1% | +36.0% |
| All | +36.0% | +50.1% | -14.1% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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