-2.0%
VMC vs VIK
+225.3%
-227.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.4% | +0.2% | -2.4% |
| 7D | -5.3% | -0.8% | -4.5% | -5.1% |
| 30D | -12.3% | -18.0% | +5.8% | -7.9% |
| 3M | -10.3% | -5.8% | -4.5% | -9.5% |
| 6M | -8.6% | +17.2% | -25.7% | -13.4% |
| YTD | -11.9% | +19.1% | -31.0% | -17.4% |
| 1Y | -13.9% | +33.6% | -47.5% | -22.1% |
| All | -2.0% | +225.3% | -227.3% | -26.8% |
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