+53.6%
ET vs VIK
+239.9%
-186.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.2% | 0.0% |
| 7D | +3.0% | +3.2% | -0.1% | +2.6% |
| 30D | -3.5% | +8.2% | -11.6% | -4.6% |
| 3M | -5.6% | -14.7% | +9.1% | -3.8% |
| 6M | +0.5% | +10.3% | -9.8% | -2.0% |
| YTD | +26.3% | +24.5% | +1.9% | +18.8% |
| 1Y | +25.7% | +45.7% | -20.1% | +13.0% |
| All | +53.6% | +239.9% | -186.2% | +10.7% |
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 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