+74.3%
EEM vs VIK
+225.1%
-150.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.0% |
| 7D | -1.3% | -0.9% | -0.3% | -1.1% |
| 30D | +2.1% | -18.4% | +20.5% | +6.8% |
| 3M | +1.0% | -8.8% | +9.8% | +2.9% |
| 6M | +15.9% | +17.1% | -1.2% | +11.2% |
| YTD | +24.6% | +19.0% | +5.6% | +18.9% |
| 1Y | +32.3% | +30.1% | +2.1% | +23.8% |
| All | +74.3% | +225.1% | -150.8% | +37.9% |
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