+47.3%
EMR vs VIK
+225.3%
-178.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.2% | +0.2% |
| 7D | +0.9% | -0.8% | +1.7% | +1.2% |
| 30D | -5.0% | -18.0% | +13.1% | +2.8% |
| 3M | +5.9% | -5.8% | +11.7% | +7.8% |
| 6M | +7.3% | +17.2% | -9.8% | -1.2% |
| YTD | +14.6% | +19.1% | -4.6% | +4.2% |
| 1Y | +15.6% | +33.6% | -18.0% | -0.1% |
| All | +47.3% | +225.3% | -178.0% | -2.8% |
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