+225.9%
VIK vs BR
-9.1%
+235.1%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.3% |
| 7D | -0.8% | -5.0% | +4.2% | +0.5% |
| 30D | -18.0% | -2.5% | -15.6% | -17.6% |
| 3M | -5.8% | +13.5% | -19.3% | -9.8% |
| 6M | +17.2% | -9.4% | +26.6% | +22.9% |
| YTD | +19.1% | -23.3% | +42.4% | +36.9% |
| 1Y | +33.6% | -31.6% | +65.2% | +66.3% |
| All | +225.9% | -9.1% | +235.1% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling