+234.0%
VIK vs VT
+52.9%
+181.1%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -4.6% |
| 7D | +0.1% | +0.4% | -0.2% | -0.5% |
| 30D | +6.8% | -2.6% | +9.4% | +11.5% |
| 3M | -17.6% | -3.2% | -14.4% | -13.1% |
| 6M | +5.4% | +0.9% | +4.5% | +3.1% |
| YTD | +22.1% | +11.3% | +10.8% | +2.0% |
| 1Y | +49.3% | +14.0% | +35.3% | +20.0% |
| All | +234.0% | +52.9% | +181.1% | +64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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