+221.9%
VIK vs RUN
-16.5%
+238.4%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -1.1% |
| 7D | -1.8% | -3.4% | +1.5% | -1.6% |
| 30D | -17.3% | -14.0% | -3.3% | -16.4% |
| 3M | -5.1% | -27.5% | +22.4% | -2.9% |
| 6M | +16.2% | -29.0% | +45.2% | +18.8% |
| YTD | +17.6% | -53.1% | +70.7% | +22.6% |
| 1Y | +33.5% | -46.7% | +80.2% | +37.4% |
| All | +221.9% | -16.5% | +238.4% | +183.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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