+225.7%
VIK vs USFR
+10.7%
+215.0%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +0.5% |
| 7D | -0.9% | +0.1% | -1.1% | -2.1% |
| 30D | -18.4% | +0.4% | -18.8% | -20.7% |
| 3M | -8.8% | +1.0% | -9.8% | -16.4% |
| 6M | +17.1% | +2.0% | +15.2% | -3.8% |
| YTD | +19.0% | +2.8% | +16.3% | -12.6% |
| 1Y | +30.1% | +4.1% | +26.1% | -22.7% |
| All | +225.7% | +10.7% | +215.0% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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