+65.1%
VST vs VIK
+234.5%
-169.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +1.5% | +9.0% | +9.8% |
| 7D | -9.8% | 0.0% | -9.8% | -10.2% |
| 30D | -25.1% | +7.7% | -32.8% | -28.2% |
| 3M | -11.6% | -17.6% | +6.0% | -4.0% |
| 6M | -20.9% | +1.7% | -22.6% | -23.6% |
| YTD | -22.3% | +22.5% | -44.8% | -34.0% |
| 1Y | -32.0% | +52.6% | -84.7% | -50.5% |
| All | +65.1% | +234.5% | -169.5% | -14.8% |
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