+154.6%
VLO vs VIK
+228.1%
-73.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | +5.2% | -3.0% | +8.3% | +5.5% |
| 30D | +22.6% | -20.7% | +43.3% | +24.8% |
| 3M | +43.8% | -4.6% | +48.4% | +43.8% |
| 6M | +65.7% | +14.0% | +51.8% | +60.4% |
| YTD | +131.1% | +20.2% | +110.9% | +119.5% |
| 1Y | +143.6% | +36.0% | +107.6% | +122.7% |
| All | +154.6% | +228.1% | -73.5% | +90.2% |
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