+75.9%
VST vs VIK
+243.7%
-167.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.6% |
| 7D | +6.6% | +2.7% | +3.8% | +5.2% |
| 30D | -12.4% | +8.8% | -21.2% | -16.3% |
| 3M | -9.0% | -15.3% | +6.3% | -2.4% |
| 6M | -6.4% | +9.4% | -15.8% | -12.9% |
| YTD | -17.2% | +25.9% | -43.0% | -30.6% |
| 1Y | -22.0% | +51.0% | -73.0% | -42.5% |
| All | +75.9% | +243.7% | -167.7% | -10.4% |
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