+49.7%
VSH vs VIK
+225.3%
-175.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.4% | +4.1% | +2.6% |
| 7D | +3.5% | -0.8% | +4.3% | +3.9% |
| 30D | -4.4% | -18.0% | +13.7% | +6.1% |
| 3M | -45.8% | -5.8% | -40.0% | -44.3% |
| 6M | +90.1% | +17.2% | +73.0% | +69.3% |
| YTD | +120.3% | +19.1% | +101.2% | +92.1% |
| 1Y | +112.2% | +33.6% | +78.6% | +71.2% |
| All | +49.7% | +225.3% | -175.6% | -19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling