+237.5%
VIK vs S
-8.8%
+246.3%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.9% | +3.2% |
| 7D | +3.6% | -5.8% | +9.4% | +5.1% |
| 30D | -16.7% | -9.2% | -7.5% | -15.0% |
| 3M | -1.1% | +23.4% | -24.4% | -7.5% |
| 6M | +27.8% | +36.9% | -9.1% | +14.2% |
| YTD | +23.3% | +29.5% | -6.2% | +11.4% |
| 1Y | +38.2% | +5.4% | +32.8% | +32.8% |
| All | +237.5% | -8.8% | +246.3% | +227.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling