+76.8%
EEM vs VIK
+236.8%
-160.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.5% | -0.4% |
| 7D | +3.1% | +3.6% | -0.5% | +2.2% |
| 30D | +4.9% | -16.7% | +21.6% | +9.2% |
| 3M | +5.2% | -1.1% | +6.3% | +5.2% |
| 6M | +20.7% | +27.8% | -7.1% | +13.7% |
| YTD | +26.5% | +23.3% | +3.1% | +19.7% |
| 1Y | +37.8% | +38.2% | -0.3% | +27.3% |
| All | +76.8% | +236.8% | -160.0% | +38.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling