-22.2%
EFX vs VIK
+221.3%
-243.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.3% |
| 7D | -11.1% | -1.8% | -9.3% | -10.8% |
| 30D | -7.4% | -17.3% | +9.9% | -3.1% |
| 3M | +1.5% | -5.1% | +6.5% | +1.8% |
| 6M | -13.7% | +16.2% | -29.9% | -19.0% |
| YTD | -21.9% | +17.6% | -39.5% | -27.3% |
| 1Y | -30.8% | +33.5% | -64.3% | -38.4% |
| All | -22.2% | +221.3% | -243.5% | -45.7% |
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