+225.7%
VIK vs BR
-9.3%
+235.0%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | -0.9% | -3.0% | +2.0% | -0.2% |
| 30D | -18.4% | -0.3% | -18.1% | -18.5% |
| 3M | -8.8% | +17.3% | -26.1% | -13.7% |
| 6M | +17.1% | -6.7% | +23.8% | +21.3% |
| YTD | +19.0% | -23.4% | +42.5% | +36.9% |
| 1Y | +30.1% | -32.7% | +62.8% | +63.5% |
| All | +225.7% | -9.3% | +235.0% | +260.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 3y: compounded portfolio wealth divided by compounded BR 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…
3y analysis · Full analysis span regression · 6 months rolling