+237.5%
VIK vs EXPD
+71.7%
+165.7%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +3.1% |
| 7D | +3.6% | -0.9% | +4.5% | +3.9% |
| 30D | -16.7% | +4.1% | -20.8% | -17.7% |
| 3M | -1.1% | +13.8% | -14.9% | -5.1% |
| 6M | +27.8% | +27.3% | +0.5% | +17.8% |
| YTD | +23.3% | +25.4% | -2.1% | +13.7% |
| 1Y | +38.2% | +54.4% | -16.2% | +17.9% |
| All | +237.5% | +71.7% | +165.7% | +130.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling