-25.6%
ELF vs VIK
+243.7%
-269.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.1% | +2.8% | +3.5% |
| 7D | +1.6% | +2.7% | -1.1% | +0.6% |
| 30D | +9.1% | +8.8% | +0.3% | +5.5% |
| 3M | +28.2% | -15.3% | +43.5% | +35.8% |
| 6M | +119.5% | +9.4% | +110.2% | +107.8% |
| YTD | +55.2% | +25.9% | +29.3% | +37.3% |
| 1Y | +58.6% | +51.0% | +7.6% | +29.8% |
| All | -25.6% | +243.7% | -269.2% | -49.6% |
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