-25.1%
VST vs VIK
+51.6%
-76.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.3% | -0.5% | +1.3% |
| 7D | +10.9% | -1.2% | +12.2% | +11.2% |
| 30D | -15.6% | +11.5% | -27.1% | -17.4% |
| 3M | -7.8% | -11.3% | +3.6% | -5.7% |
| 6M | -12.0% | +11.3% | -23.3% | -14.8% |
| YTD | -16.9% | +26.1% | -43.0% | -22.0% |
| 1Y | -25.1% | +50.0% | -75.1% | -28.9% |
| All | -25.1% | +51.6% | -76.7% | -28.9% |
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