+48.8%
VT vs VIK
+229.5%
-180.7%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.5% | +1.4% | -2.8% |
| 7D | -4.2% | -3.8% | -0.4% | -3.3% |
| 30D | -5.8% | +5.5% | -11.3% | -7.0% |
| 3M | -5.2% | -20.4% | +15.2% | -0.3% |
| 6M | +0.1% | +5.4% | -5.3% | -2.0% |
| YTD | +8.2% | +20.7% | -12.4% | +1.6% |
| 1Y | +10.1% | +50.7% | -40.6% | -2.6% |
| All | +48.8% | +229.5% | -180.7% | +11.4% |
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