-46.6%
VG vs VIK
+84.8%
-131.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.3% | +3.2% | +5.4% |
| 7D | +5.5% | -1.2% | +6.7% | +5.5% |
| 30D | -3.6% | +11.5% | -15.1% | -4.0% |
| 3M | -4.0% | -11.3% | +7.3% | -3.4% |
| 6M | +9.4% | +11.3% | -1.9% | +6.3% |
| YTD | +86.6% | +26.1% | +60.5% | +64.8% |
| 1Y | +69.5% | +50.0% | +19.5% | +30.0% |
| All | -46.6% | +84.8% | -131.4% | -65.1% |
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