+61.0%
VEA vs VIK
+225.3%
-164.3%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.6% | -0.1% |
| 7D | +0.3% | -0.8% | +1.1% | +0.5% |
| 30D | +0.4% | -18.0% | +18.5% | +4.7% |
| 3M | +4.8% | -5.8% | +10.6% | +5.8% |
| 6M | +11.3% | +17.2% | -5.9% | +6.5% |
| YTD | +17.4% | +19.1% | -1.7% | +11.7% |
| 1Y | +26.2% | +33.6% | -7.4% | +17.1% |
| All | +61.0% | +225.3% | -164.3% | +24.9% |
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 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