+181.1%
VRT vs VIK
+221.3%
-40.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.2% | -4.4% | -4.8% |
| 7D | -7.7% | -1.8% | -5.9% | -6.3% |
| 30D | -12.0% | -17.3% | +5.3% | -0.8% |
| 3M | -11.7% | -5.1% | -6.6% | -8.9% |
| 6M | -8.1% | +16.2% | -24.3% | -18.5% |
| YTD | +53.2% | +17.6% | +35.6% | +33.2% |
| 1Y | +81.7% | +33.5% | +48.1% | +42.8% |
| All | +181.1% | +221.3% | -40.2% | +32.8% |
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