+225.7%
VIK vs NYT
+60.0%
+165.8%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.1% |
| 7D | -0.9% | -0.6% | -0.3% | -0.7% |
| 30D | -18.4% | +4.6% | -23.0% | -19.5% |
| 3M | -8.8% | -9.6% | +0.8% | -6.8% |
| 6M | +17.1% | -14.0% | +31.1% | +21.9% |
| YTD | +19.0% | -2.8% | +21.9% | +19.1% |
| 1Y | +30.1% | +15.6% | +14.6% | +22.6% |
| All | +225.7% | +60.0% | +165.8% | +153.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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