-100.0%
VIVK vs VIK
+225.1%
-325.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +1.2% | -8.6% | -7.5% |
| 7D | -4.4% | -0.9% | -3.4% | -4.3% |
| 30D | -40.8% | -18.4% | -22.4% | -39.8% |
| 3M | -94.1% | -8.8% | -85.4% | -94.1% |
| 6M | -98.2% | +17.1% | -115.3% | -98.3% |
| YTD | -98.0% | +19.0% | -117.1% | -98.1% |
| 1Y | -100.0% | +30.1% | -130.1% | -100.0% |
| All | -100.0% | +225.1% | -325.1% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling