+31.9%
XLY vs VIK
+225.1%
-193.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.5% |
| 7D | -1.7% | -0.9% | -0.8% | -1.4% |
| 30D | -4.2% | -18.4% | +14.2% | +1.8% |
| 3M | -2.7% | -8.8% | +6.1% | -0.5% |
| 6M | -0.6% | +17.1% | -17.8% | -7.3% |
| YTD | -5.0% | +19.0% | -24.1% | -12.4% |
| 1Y | -4.1% | +30.1% | -34.2% | -14.7% |
| All | +31.9% | +225.1% | -193.2% | -9.4% |
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