+72.1%
EEM vs VIK
+221.3%
-149.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -0.9% | -1.9% |
| 7D | -0.7% | -1.8% | +1.1% | -0.3% |
| 30D | +2.4% | -17.3% | +19.7% | +6.8% |
| 3M | +4.2% | -5.1% | +9.2% | +5.1% |
| 6M | +14.8% | +16.2% | -1.4% | +10.3% |
| YTD | +23.1% | +17.6% | +5.5% | +17.8% |
| 1Y | +32.5% | +33.5% | -1.0% | +23.4% |
| All | +72.1% | +221.3% | -149.1% | +36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling