+26.1%
VSH vs VIK
+243.7%
-217.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.1% | -5.3% | -4.8% |
| 7D | +14.3% | +2.7% | +11.6% | +12.7% |
| 30D | -7.9% | +8.8% | -16.7% | -11.9% |
| 3M | -19.9% | -15.3% | -4.6% | -12.6% |
| 6M | -30.5% | +9.4% | -39.9% | -34.8% |
| YTD | +85.7% | +25.9% | +59.8% | +56.9% |
| 1Y | +98.9% | +51.0% | +47.9% | +49.4% |
| All | +26.1% | +243.7% | -217.5% | -34.1% |
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