+73.8%
ELAN vs VIK
+221.3%
-147.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -2.5% |
| 7D | -6.4% | -1.8% | -4.6% | -5.8% |
| 30D | +0.6% | -17.3% | +17.8% | +7.0% |
| 3M | 0.0% | -5.1% | +5.0% | +0.5% |
| 6M | -3.4% | +16.2% | -19.6% | -9.7% |
| YTD | +1.0% | +17.6% | -16.6% | -6.3% |
| 1Y | +24.7% | +33.5% | -8.8% | +10.3% |
| All | +73.8% | +221.3% | -147.4% | +40.7% |
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 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