+132.8%
QLD vs VIK
+236.8%
-104.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -1.8% |
| 7D | +3.0% | +3.6% | -0.6% | +0.8% |
| 30D | -1.8% | -16.7% | +14.9% | +9.0% |
| 3M | -1.8% | -1.1% | -0.7% | -1.9% |
| 6M | +36.9% | +27.8% | +9.1% | +14.8% |
| YTD | +28.7% | +23.3% | +5.3% | +9.2% |
| 1Y | +41.9% | +38.2% | +3.7% | +10.3% |
| All | +132.8% | +236.8% | -104.0% | +13.4% |
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