+225.9%
VIK vs M
+28.9%
+197.1%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.2% | +0.8% | -2.1% |
| 7D | -0.8% | -4.1% | +3.3% | +0.4% |
| 30D | -18.0% | -13.6% | -4.4% | -14.4% |
| 3M | -5.8% | -2.3% | -3.5% | -5.7% |
| 6M | +17.2% | +21.9% | -4.7% | +9.0% |
| YTD | +19.1% | -0.6% | +19.7% | +17.6% |
| 1Y | +33.6% | +29.7% | +3.9% | +21.2% |
| All | +225.9% | +28.9% | +197.1% | +166.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling