-18.9%
VST vs VIK
+39.1%
-58.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.0% | +1.1% |
| 7D | +9.9% | +3.6% | +6.3% | +9.1% |
| 30D | +7.9% | -16.7% | +24.7% | +11.7% |
| 3M | +3.4% | -1.1% | +4.5% | +2.9% |
| 6M | -4.1% | +27.8% | -31.9% | -9.8% |
| YTD | -5.7% | +23.3% | -29.0% | -10.6% |
| 1Y | -18.9% | +38.2% | -57.1% | -26.2% |
| All | -18.9% | +39.1% | -58.0% | -26.2% |
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