+55.4%
VUG vs VIK
+243.7%
-188.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.2% |
| 7D | +2.5% | +2.7% | -0.2% | +1.7% |
| 30D | -6.3% | +8.8% | -15.1% | -8.7% |
| 3M | -6.0% | -15.3% | +9.3% | -1.7% |
| 6M | -3.5% | +9.4% | -12.9% | -7.1% |
| YTD | +3.9% | +25.9% | -21.9% | -5.4% |
| 1Y | +5.1% | +51.0% | -45.9% | -10.4% |
| All | +55.4% | +243.7% | -188.2% | +6.8% |
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