+42.4%
XLC vs VIK
+243.7%
-201.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | -0.1% | +0.8% |
| 7D | +3.7% | +2.7% | +1.0% | +3.1% |
| 30D | -1.9% | +8.8% | -10.7% | -3.9% |
| 3M | -3.1% | -15.3% | +12.2% | +0.1% |
| 6M | -6.4% | +9.4% | -15.7% | -9.2% |
| YTD | -6.8% | +25.9% | -32.7% | -13.6% |
| 1Y | -1.7% | +51.0% | -52.7% | -13.4% |
| All | +42.4% | +243.7% | -201.2% | +5.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling