+237.5%
VIK vs EFV
+72.9%
+164.6%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +3.5% |
| 7D | +3.6% | +1.0% | +2.6% | +2.2% |
| 30D | -16.7% | +0.2% | -16.9% | -17.0% |
| 3M | -1.1% | +9.6% | -10.7% | -12.4% |
| 6M | +27.8% | +14.0% | +13.8% | +8.6% |
| YTD | +23.3% | +18.5% | +4.9% | +0.2% |
| 1Y | +38.2% | +27.9% | +10.3% | +2.9% |
| All | +237.5% | +72.9% | +164.6% | +72.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling