+225.9%
VIK vs BG
+30.8%
+195.1%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.4% |
| 7D | -0.8% | +0.5% | -1.3% | -0.9% |
| 30D | -18.0% | +10.3% | -28.4% | -18.8% |
| 3M | -5.8% | -1.9% | -3.9% | -5.4% |
| 6M | +17.2% | +5.2% | +11.9% | +15.8% |
| YTD | +19.1% | +41.2% | -22.0% | +10.5% |
| 1Y | +33.6% | +50.5% | -16.9% | +21.8% |
| All | +225.9% | +30.8% | +195.1% | +200.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling