+225.9%
VIK vs TAP
-25.6%
+251.6%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.5% | -3.3% |
| 7D | -0.8% | -5.1% | +4.3% | -0.3% |
| 30D | -18.0% | -8.4% | -9.6% | -17.3% |
| 3M | -5.8% | -3.9% | -1.9% | -5.7% |
| 6M | +17.2% | -14.4% | +31.5% | +19.3% |
| YTD | +19.1% | -14.7% | +33.9% | +20.8% |
| 1Y | +33.6% | -18.7% | +52.3% | +37.1% |
| All | +225.9% | -25.6% | +251.6% | +238.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 3y: compounded portfolio wealth divided by compounded TAP 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…
3y analysis · Full analysis span regression · 6 months rolling