+29.1%
VNQ vs VIK
+221.3%
-192.2%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.4% | -0.7% |
| 7D | -2.6% | -1.8% | -0.8% | -2.4% |
| 30D | -2.3% | -17.3% | +14.9% | +0.4% |
| 3M | -2.8% | -5.1% | +2.3% | -2.4% |
| 6M | +2.5% | +16.2% | -13.7% | -1.0% |
| YTD | +8.4% | +17.6% | -9.2% | +4.2% |
| 1Y | +6.8% | +33.5% | -26.8% | 0.0% |
| All | +29.1% | +221.3% | -192.2% | +5.0% |
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