+18.1%
EWZ vs VIK
+234.5%
-216.4%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.4% |
| 7D | -1.5% | 0.0% | -1.5% | -1.5% |
| 30D | -24.5% | +7.7% | -32.2% | -25.7% |
| 3M | -10.7% | -17.6% | +6.9% | -7.6% |
| 6M | -19.1% | +1.7% | -20.7% | -20.0% |
| YTD | +1.6% | +22.5% | -20.9% | -3.8% |
| 1Y | +4.3% | +52.6% | -48.3% | -5.3% |
| All | +18.1% | +234.5% | -216.4% | -7.5% |
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