+235.2%
VIK vs EXPD
+70.5%
+164.7%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.8% | +2.2% |
| 7D | 0.0% | -7.2% | +7.2% | +2.2% |
| 30D | +7.7% | -3.3% | +10.9% | +8.6% |
| 3M | -17.6% | +3.4% | -21.0% | -18.6% |
| 6M | +1.7% | +22.7% | -21.0% | -5.0% |
| YTD | +22.5% | +24.5% | -2.0% | +13.0% |
| 1Y | +52.6% | +38.6% | +14.0% | +35.8% |
| All | +235.2% | +70.5% | +164.7% | +129.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling