+58.5%
VT vs VIK
+228.1%
-169.6%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +0.4% | -3.0% | +3.5% | +1.2% |
| 30D | +1.0% | -20.7% | +21.7% | +6.5% |
| 3M | +2.4% | -4.6% | +7.0% | +3.1% |
| 6M | +12.0% | +14.0% | -2.0% | +7.1% |
| YTD | +15.3% | +20.2% | -4.8% | +8.5% |
| 1Y | +22.6% | +36.0% | -13.4% | +11.4% |
| All | +58.5% | +228.1% | -169.6% | +19.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling