+225.9%
VIK vs DTE
+33.0%
+193.0%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.5% | -3.2% |
| 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% | -4.4% |
| 6M | +17.2% | -7.2% | +24.4% | +19.3% |
| YTD | +19.1% | +7.2% | +12.0% | +16.3% |
| 1Y | +33.6% | +4.1% | +29.6% | +31.7% |
| All | +225.9% | +33.0% | +193.0% | +198.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling