+134.0%
VRT vs VIK
+244.4%
-110.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.3% | +4.1% | +4.9% |
| 7D | +0.5% | -1.2% | +1.7% | +1.7% |
| 30D | -13.7% | +11.5% | -25.2% | -19.8% |
| 3M | -26.7% | -11.3% | -15.4% | -21.6% |
| 6M | -43.8% | +11.3% | -55.2% | -48.6% |
| YTD | +27.6% | +26.1% | +1.4% | +5.3% |
| 1Y | +15.5% | +50.0% | -34.5% | -16.3% |
| All | +134.0% | +244.4% | -110.4% | +5.0% |
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 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