+99.8%
VGT vs VIK
+225.3%
-125.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.3% | +1.1% |
| 7D | +1.5% | -0.8% | +2.3% | +1.7% |
| 30D | +0.5% | -18.0% | +18.6% | +7.4% |
| 3M | +5.3% | -5.8% | +11.1% | +6.9% |
| 6M | +32.4% | +17.2% | +15.3% | +22.9% |
| YTD | +28.6% | +19.1% | +9.5% | +17.9% |
| 1Y | +37.6% | +33.6% | +4.0% | +19.8% |
| All | +99.8% | +225.3% | -125.5% | +30.2% |
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