+54.0%
VT vs VIK
+244.4%
-190.4%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.3% | -1.1% | +0.6% |
| 7D | -0.7% | -1.2% | +0.5% | -0.4% |
| 30D | -1.7% | +11.5% | -13.3% | -4.3% |
| 3M | -2.3% | -11.3% | +9.0% | +0.1% |
| 6M | +1.5% | +11.3% | -9.8% | -1.9% |
| YTD | +12.0% | +26.1% | -14.1% | +4.0% |
| 1Y | +12.9% | +50.0% | -37.1% | +0.1% |
| All | +54.0% | +244.4% | -190.4% | +14.1% |
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