-23.2%
VRSK vs VIK
+221.3%
-244.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.2% |
| 7D | -7.7% | -1.8% | -5.9% | -7.7% |
| 30D | -2.8% | -17.3% | +14.4% | -2.3% |
| 3M | -3.7% | -5.1% | +1.3% | -3.8% |
| 6M | -12.8% | +16.2% | -29.0% | -13.9% |
| YTD | -21.0% | +17.6% | -38.6% | -22.2% |
| 1Y | -32.5% | +33.5% | -66.0% | -34.3% |
| All | -23.2% | +221.3% | -244.5% | -31.1% |
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