-100.0%
VIVK vs VIK
+225.3%
-325.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -3.4% | -2.9% | -6.0% |
| 7D | -7.9% | -0.8% | -7.1% | -7.8% |
| 30D | -42.0% | -18.0% | -23.9% | -41.0% |
| 3M | -92.5% | -5.8% | -86.7% | -92.5% |
| 6M | -98.0% | +17.2% | -115.2% | -98.1% |
| YTD | -97.9% | +19.1% | -117.0% | -98.0% |
| 1Y | -100.0% | +33.6% | -133.6% | -100.0% |
| All | -100.0% | +225.3% | -325.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling