+109.8%
ETR vs VIK
+225.1%
-115.3%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.5% |
| 7D | -1.8% | -0.9% | -0.9% | -1.7% |
| 30D | -1.8% | -18.4% | +16.7% | +0.1% |
| 3M | -3.6% | -8.8% | +5.2% | -2.9% |
| 6M | +2.6% | +17.1% | -14.5% | +0.3% |
| YTD | +16.0% | +19.0% | -3.0% | +12.9% |
| 1Y | +20.1% | +30.1% | -10.0% | +15.3% |
| All | +109.8% | +225.1% | -115.3% | +84.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling