+57.4%
VSH vs VIK
+225.1%
-167.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.2% | +4.9% | +5.5% |
| 7D | +4.8% | -0.9% | +5.7% | +5.2% |
| 30D | -0.7% | -18.4% | +17.7% | +10.6% |
| 3M | -43.1% | -8.8% | -34.3% | -40.5% |
| 6M | +91.8% | +17.1% | +74.6% | +70.9% |
| YTD | +131.6% | +19.0% | +112.6% | +102.1% |
| 1Y | +118.1% | +30.1% | +87.9% | +79.0% |
| All | +57.4% | +225.1% | -167.7% | -15.1% |
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