+225.7%
VIK vs EFV
+72.7%
+153.0%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | -0.2% |
| 7D | -0.9% | -0.8% | -0.1% | +0.1% |
| 30D | -18.4% | +0.6% | -19.0% | -19.1% |
| 3M | -8.8% | +7.5% | -16.3% | -17.2% |
| 6M | +17.1% | +13.0% | +4.1% | +0.6% |
| YTD | +19.0% | +18.3% | +0.7% | -3.1% |
| 1Y | +30.1% | +26.7% | +3.4% | -2.1% |
| All | +225.7% | +72.7% | +153.0% | +66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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