-20.6%
EFX vs VIK
+236.8%
-257.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.6% | -5.7% | -3.7% |
| 7D | -7.8% | +3.6% | -11.4% | -8.7% |
| 30D | -5.7% | -16.7% | +11.0% | -1.5% |
| 3M | +2.5% | -1.1% | +3.6% | +1.8% |
| 6M | -16.7% | +27.8% | -44.5% | -23.9% |
| YTD | -20.2% | +23.3% | -43.5% | -26.6% |
| 1Y | -31.4% | +38.2% | -69.6% | -39.4% |
| All | -20.6% | +236.8% | -257.4% | -45.2% |
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