+221.9%
VIK vs EFV
+70.8%
+151.1%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -1.0% | -0.9% |
| 7D | -1.8% | -2.0% | +0.2% | +0.8% |
| 30D | -17.3% | -0.2% | -17.1% | -17.1% |
| 3M | -5.1% | +9.1% | -14.2% | -15.5% |
| 6M | +16.2% | +11.7% | +4.5% | +1.3% |
| YTD | +17.6% | +17.0% | +0.6% | -2.9% |
| 1Y | +33.5% | +26.7% | +6.8% | +0.7% |
| All | +221.9% | +70.8% | +151.1% | +66.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling