+225.9%
VIK vs S
-8.7%
+234.7%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.5% | -3.4% |
| 7D | -0.8% | -1.2% | +0.4% | -0.5% |
| 30D | -18.0% | -12.6% | -5.5% | -15.5% |
| 3M | -5.8% | +27.6% | -33.4% | -12.6% |
| 6M | +17.2% | +35.5% | -18.3% | +5.0% |
| YTD | +19.1% | +29.6% | -10.5% | +7.6% |
| 1Y | +33.6% | +8.1% | +25.5% | +27.3% |
| All | +225.9% | -8.7% | +234.7% | +216.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling