+54.3%
XOM vs VIK
+221.3%
-167.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.9% | +0.6% |
| 7D | +1.9% | -1.8% | +3.7% | +1.8% |
| 30D | +4.1% | -17.3% | +21.3% | +4.0% |
| 3M | +10.4% | -5.1% | +15.5% | +10.1% |
| 6M | +13.0% | +16.2% | -3.2% | +11.4% |
| YTD | +40.1% | +17.6% | +22.4% | +37.4% |
| 1Y | +51.1% | +33.5% | +17.6% | +45.6% |
| All | +54.3% | +221.3% | -167.0% | +32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling