-30.8%
ELF vs VIK
+228.1%
-259.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +2.0% |
| 7D | +5.4% | -3.0% | +8.4% | +6.6% |
| 30D | +27.0% | -20.7% | +47.7% | +38.5% |
| 3M | +113.2% | -4.6% | +117.8% | +114.5% |
| 6M | +36.6% | +14.0% | +22.6% | +26.2% |
| YTD | +44.2% | +20.2% | +24.1% | +30.4% |
| 1Y | -18.0% | +36.0% | -54.0% | -29.9% |
| All | -30.8% | +228.1% | -259.0% | -52.2% |
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