+237.5%
VIK vs TAP
-24.9%
+262.4%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.1% | +6.7% | +3.1% |
| 7D | +3.6% | -2.3% | +5.9% | +3.8% |
| 30D | -16.7% | -9.4% | -7.3% | -15.8% |
| 3M | -1.1% | -0.8% | -0.3% | -1.5% |
| 6M | +27.8% | -14.7% | +42.6% | +30.3% |
| YTD | +23.3% | -13.9% | +37.3% | +25.0% |
| 1Y | +38.2% | -18.6% | +56.8% | +42.0% |
| All | +237.5% | -24.9% | +262.4% | +250.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling