+7.2%
XLP vs VIK
+39.1%
-32.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -0.8% |
| 7D | -1.4% | +3.6% | -5.0% | -1.6% |
| 30D | -1.3% | -16.7% | +15.4% | -0.5% |
| 3M | +1.8% | -1.1% | +2.9% | +1.6% |
| 6M | -0.8% | +27.8% | -28.6% | -2.6% |
| YTD | +9.5% | +23.3% | -13.8% | +7.5% |
| 1Y | +7.2% | +38.2% | -31.0% | +4.0% |
| All | +7.2% | +39.1% | -32.0% | +4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling