+26.5%
XYZ vs VIK
+243.7%
-217.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.1% | +1.7% | +2.3% |
| 7D | -1.1% | +2.7% | -3.8% | -2.4% |
| 30D | +11.5% | +8.8% | +2.7% | +7.3% |
| 3M | +1.8% | -15.3% | +17.1% | +9.5% |
| 6M | +21.2% | +9.4% | +11.8% | +14.8% |
| YTD | +29.9% | +25.9% | +4.1% | +12.8% |
| 1Y | +35.8% | +51.0% | -15.2% | +6.7% |
| All | +26.5% | +243.7% | -217.1% | -25.2% |
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