-100.0%
VIVK vs VIK
+37.7%
-137.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +0.3% | -12.6% | -12.4% |
| 7D | -1.4% | -3.0% | +1.7% | -0.9% |
| 30D | -43.6% | -20.7% | -22.9% | -41.8% |
| 3M | -95.1% | -4.6% | -90.5% | -95.2% |
| 6M | -98.2% | +14.0% | -112.2% | -98.4% |
| YTD | -97.9% | +20.2% | -118.1% | -98.3% |
| 1Y | -100.0% | +36.0% | -136.0% | -100.0% |
| All | -100.0% | +37.7% | -137.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 1y: compounded portfolio wealth divided by compounded VIK 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…
1y analysis · Full analysis span regression · 6 months rolling