-44.6%
VG vs VIK
+84.4%
-129.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -0.9% |
| 7D | +14.0% | +2.7% | +11.2% | +13.9% |
| 30D | -1.0% | +8.8% | -9.8% | -1.3% |
| 3M | -2.7% | -15.3% | +12.6% | -1.9% |
| 6M | +1.5% | +9.4% | -7.9% | -1.1% |
| YTD | +93.7% | +25.9% | +67.9% | +71.0% |
| 1Y | +68.5% | +51.0% | +17.6% | +28.3% |
| All | -44.6% | +84.4% | -129.0% | -63.8% |
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 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