-34.9%
VST vs VIK
+55.4%
-90.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +6.2% | -20.0% | -14.8% |
| 7D | -15.7% | +5.4% | -21.1% | -16.5% |
| 30D | -17.0% | +12.5% | -29.5% | -18.9% |
| 3M | -15.9% | -15.2% | -0.7% | -13.0% |
| 6M | -25.0% | +15.4% | -40.3% | -28.0% |
| YTD | -25.1% | +27.7% | -52.8% | -29.9% |
| 1Y | -34.9% | +59.7% | -94.6% | -37.9% |
| All | -34.9% | +55.4% | -90.3% | -37.9% |
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