+167.1%
VLO vs VIK
+225.3%
-58.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.4% | +5.0% | +1.9% |
| 7D | +6.2% | -0.8% | +7.0% | +6.3% |
| 30D | +23.5% | -18.0% | +41.5% | +25.4% |
| 3M | +53.9% | -5.8% | +59.7% | +54.1% |
| 6M | +81.7% | +17.2% | +64.5% | +74.6% |
| YTD | +142.5% | +19.1% | +123.3% | +130.5% |
| 1Y | +145.4% | +33.6% | +111.8% | +125.1% |
| All | +167.1% | +225.3% | -58.2% | +99.7% |
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