+235.2%
VIK vs M
+39.4%
+195.7%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.6% | +6.1% | +2.9% |
| 7D | 0.0% | -4.3% | +4.3% | +1.4% |
| 30D | +7.7% | +1.3% | +6.4% | +7.2% |
| 3M | -17.6% | -7.4% | -10.2% | -16.0% |
| 6M | +1.7% | +18.3% | -16.7% | -4.7% |
| YTD | +22.5% | +7.6% | +14.9% | +17.7% |
| 1Y | +52.6% | +17.4% | +35.3% | +42.6% |
| All | +235.2% | +39.4% | +195.7% | +166.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling