+63.1%
VUG vs VIK
+228.1%
-165.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -0.1% | -3.0% | +2.9% | +0.8% |
| 30D | -0.3% | -20.7% | +20.4% | +6.6% |
| 3M | -0.7% | -4.6% | +4.0% | +0.2% |
| 6M | +14.6% | +14.0% | +0.6% | +8.3% |
| YTD | +9.0% | +20.2% | -11.1% | +0.8% |
| 1Y | +14.9% | +36.0% | -21.1% | +1.3% |
| All | +63.1% | +228.1% | -165.1% | +13.8% |
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