+221.9%
VIK vs Z
-26.6%
+248.5%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.5% | -0.5% |
| 7D | -1.8% | -11.6% | +9.7% | +1.4% |
| 30D | -17.3% | -8.5% | -8.8% | -15.7% |
| 3M | -5.1% | -7.9% | +2.8% | -4.0% |
| 6M | +16.2% | -29.1% | +45.3% | +27.3% |
| YTD | +17.6% | -54.2% | +71.8% | +45.3% |
| 1Y | +33.5% | -63.5% | +97.1% | +75.5% |
| All | +221.9% | -26.6% | +248.5% | +265.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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