+225.7%
VIK vs NTRS
+145.1%
+80.6%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.5% |
| 7D | -0.9% | +1.4% | -2.3% | -1.9% |
| 30D | -18.4% | -0.7% | -17.8% | -18.0% |
| 3M | -8.8% | +11.3% | -20.1% | -15.6% |
| 6M | +17.1% | +35.5% | -18.4% | -6.7% |
| YTD | +19.0% | +40.6% | -21.5% | -8.1% |
| 1Y | +30.1% | +49.2% | -19.1% | -4.0% |
| All | +225.7% | +145.1% | +80.6% | +66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 all: compounded portfolio wealth divided by compounded NTRS 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…
all analysis · Full analysis span regression · 6 months rolling