+237.5%
VIK vs USFR
+10.6%
+226.8%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.3% |
| 7D | +3.6% | +0.1% | +3.5% | +3.1% |
| 30D | -16.7% | +0.3% | -17.1% | -18.8% |
| 3M | -1.1% | +1.0% | -2.1% | -9.0% |
| 6M | +27.8% | +1.9% | +25.9% | +5.3% |
| YTD | +23.3% | +2.7% | +20.7% | -8.7% |
| 1Y | +38.2% | +4.0% | +34.2% | -17.8% |
| All | +237.5% | +10.6% | +226.8% | -39.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling