+237.5%
VIK vs M
+34.5%
+203.0%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.6% | +5.2% | +3.4% |
| 7D | +3.6% | +2.4% | +1.2% | +2.8% |
| 30D | -16.7% | -11.6% | -5.1% | -13.6% |
| 3M | -1.1% | +1.6% | -2.7% | -2.2% |
| 6M | +27.8% | +25.2% | +2.6% | +17.9% |
| YTD | +23.3% | +3.8% | +19.6% | +20.2% |
| 1Y | +38.2% | +36.3% | +1.8% | +23.5% |
| All | +237.5% | +34.5% | +203.0% | +172.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling