+33.6%
VIK vs M
+30.1%
+3.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.2% | +0.8% | -2.1% |
| 7D | -0.8% | -4.1% | +3.3% | +0.5% |
| 30D | -18.0% | -13.6% | -4.4% | -14.3% |
| 3M | -5.8% | -2.3% | -3.5% | -6.0% |
| 6M | +17.2% | +21.9% | -4.7% | +7.5% |
| YTD | +19.1% | -0.6% | +19.7% | +16.6% |
| 1Y | +33.6% | +29.7% | +3.9% | +20.4% |
| All | +33.6% | +30.1% | +3.5% | +20.4% |
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