+59.7%
VIK vs DTE
+5.6%
+54.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.4% | +3.8% | +5.8% |
| 7D | +5.4% | +4.2% | +1.2% | +4.8% |
| 30D | +12.5% | +10.0% | +2.5% | +11.2% |
| 3M | -15.2% | -2.1% | -13.1% | -15.5% |
| 6M | +15.4% | -4.7% | +20.0% | +15.2% |
| YTD | +27.7% | +9.3% | +18.4% | +32.7% |
| 1Y | +59.7% | +6.6% | +53.1% | +67.0% |
| All | +59.7% | +5.6% | +54.2% | +67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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