+46.3%
XLF vs VIK
+225.3%
-179.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | +0.4% |
| 7D | -1.0% | -0.8% | -0.2% | -0.9% |
| 30D | -1.3% | -18.0% | +16.7% | +3.2% |
| 3M | +9.1% | -5.8% | +15.0% | +10.1% |
| 6M | +14.4% | +17.2% | -2.8% | +8.2% |
| YTD | +5.1% | +19.1% | -14.0% | -1.3% |
| 1Y | +8.6% | +33.6% | -25.0% | -1.4% |
| All | +46.3% | +225.3% | -179.0% | +13.9% |
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