+46.8%
XLF vs VIK
+225.1%
-178.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.4% |
| 7D | -1.5% | -0.9% | -0.5% | -1.3% |
| 30D | -1.2% | -18.4% | +17.3% | +3.4% |
| 3M | +9.2% | -8.8% | +17.9% | +11.0% |
| 6M | +16.3% | +17.1% | -0.8% | +10.1% |
| YTD | +5.4% | +19.0% | -13.6% | -1.0% |
| 1Y | +7.6% | +30.1% | -22.5% | -1.6% |
| All | +46.8% | +225.1% | -178.3% | +14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling