+36.0%
VIK vs M
+46.1%
-10.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -0.5% |
| 7D | -3.0% | +4.7% | -7.8% | -4.4% |
| 30D | -20.7% | -9.6% | -11.1% | -18.2% |
| 3M | -4.6% | +0.9% | -5.5% | -5.7% |
| 6M | +14.0% | +22.3% | -8.3% | +4.8% |
| YTD | +20.2% | +6.5% | +13.6% | +15.1% |
| 1Y | +36.0% | +38.8% | -2.8% | +20.6% |
| All | +36.0% | +46.1% | -10.1% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling