-17.0%
ELV vs VIK
+225.1%
-242.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.1% | +5.6% | +5.5% |
| 7D | +2.8% | -0.9% | +3.7% | +2.8% |
| 30D | +4.9% | -18.4% | +23.3% | +5.6% |
| 3M | +4.9% | -8.8% | +13.7% | +5.1% |
| 6M | +45.1% | +17.1% | +27.9% | +43.7% |
| YTD | +20.7% | +19.0% | +1.6% | +19.6% |
| 1Y | +35.0% | +30.1% | +4.9% | +34.0% |
| All | -17.0% | +225.1% | -242.1% | -19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling