-14.3%
VMC vs VIK
+31.2%
-45.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.6% |
| 7D | -3.7% | -1.8% | -1.9% | -3.2% |
| 30D | -12.8% | -17.3% | +4.5% | -8.9% |
| 3M | -7.9% | -5.1% | -2.9% | -7.8% |
| 6M | -7.5% | +16.2% | -23.7% | -12.5% |
| YTD | -11.6% | +17.6% | -29.3% | -17.5% |
| 1Y | -14.3% | +33.5% | -47.8% | -22.0% |
| All | -14.3% | +31.2% | -45.5% | -22.0% |
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