+29.7%
XLP vs VIK
+236.8%
-207.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.9% | +0.1% |
| 7D | +2.3% | +2.6% | -0.3% | +2.2% |
| 30D | +9.1% | +7.9% | +1.2% | +8.6% |
| 3M | +7.9% | -15.2% | +23.0% | +8.8% |
| 6M | +9.6% | +6.5% | +3.1% | +8.8% |
| YTD | +19.4% | +23.3% | -3.9% | +17.0% |
| 1Y | +22.4% | +47.7% | -25.3% | +18.3% |
| All | +29.7% | +236.8% | -207.1% | +20.0% |
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 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