-15.2%
XYL vs VIK
+225.3%
-240.5%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.3% | -0.2% |
| 7D | +0.8% | -0.8% | +1.6% | +1.0% |
| 30D | -10.8% | -18.0% | +7.2% | -6.7% |
| 3M | -2.5% | -5.8% | +3.3% | -1.8% |
| 6M | -12.2% | +17.2% | -29.3% | -17.1% |
| YTD | -20.1% | +19.1% | -39.2% | -25.2% |
| 1Y | -20.6% | +33.6% | -54.3% | -28.2% |
| All | -15.2% | +225.3% | -240.5% | -40.1% |
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