+228.8%
VIK vs TAP
-21.7%
+250.5%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.4% | +0.3% |
| 7D | -3.0% | -2.3% | -0.7% | -2.8% |
| 30D | -20.7% | -2.1% | -18.6% | -20.6% |
| 3M | -4.6% | +6.6% | -11.3% | -5.9% |
| 6M | +14.0% | -11.5% | +25.5% | +15.8% |
| YTD | +20.2% | -10.3% | +30.4% | +21.2% |
| 1Y | +36.0% | -14.4% | +50.4% | +38.8% |
| All | +228.8% | -21.7% | +250.5% | +239.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling