+225.7%
VIK vs DTE
+29.6%
+196.1%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.5% |
| 7D | -0.9% | -2.6% | +1.6% | -0.3% |
| 30D | -18.4% | -4.4% | -14.0% | -17.5% |
| 3M | -8.8% | -8.3% | -0.4% | -6.9% |
| 6M | +17.1% | -8.1% | +25.2% | +19.6% |
| YTD | +19.0% | +4.4% | +14.6% | +16.9% |
| 1Y | +30.1% | +0.2% | +30.0% | +29.6% |
| All | +225.7% | +29.6% | +196.1% | +199.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling