+237.5%
VIK vs CHD
-7.5%
+245.0%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.0% | +4.7% | +3.0% |
| 7D | +3.6% | -2.9% | +6.5% | +4.0% |
| 30D | -16.7% | -6.2% | -10.5% | -15.9% |
| 3M | -1.1% | +1.6% | -2.6% | -1.6% |
| 6M | +27.8% | -3.5% | +31.3% | +27.7% |
| YTD | +23.3% | +16.2% | +7.1% | +21.3% |
| 1Y | +38.2% | +3.4% | +34.8% | +37.0% |
| All | +237.5% | -7.5% | +245.0% | +234.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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