+225.9%
VIK vs Z
-24.5%
+250.5%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -3.2% |
| 7D | -0.8% | -7.1% | +6.3% | +1.1% |
| 30D | -18.0% | -4.8% | -13.3% | -17.4% |
| 3M | -5.8% | -9.3% | +3.5% | -4.2% |
| 6M | +17.2% | -29.0% | +46.1% | +28.3% |
| YTD | +19.1% | -52.9% | +72.0% | +46.0% |
| 1Y | +33.6% | -63.1% | +96.8% | +75.2% |
| All | +225.9% | -24.5% | +250.5% | +267.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling