+17.2%
VIK vs DTE
-8.1%
+25.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.5% | -3.1% |
| 7D | -0.8% | 0.0% | -0.8% | -0.8% |
| 30D | -18.0% | -0.5% | -17.5% | -17.9% |
| 3M | -5.8% | -6.0% | +0.2% | -4.2% |
| 6M | +17.2% | -7.2% | +24.4% | +21.2% |
| All | +17.2% | -8.1% | +25.3% | +21.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling