+221.9%
VIK vs EL
-28.1%
+250.0%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.7% |
| 7D | -1.8% | -4.4% | +2.5% | -0.9% |
| 30D | -17.3% | +10.3% | -27.5% | -19.4% |
| 3M | -5.1% | +13.4% | -18.4% | -8.3% |
| 6M | +16.2% | +3.1% | +13.1% | +13.9% |
| YTD | +17.6% | -6.9% | +24.6% | +17.4% |
| 1Y | +33.5% | +11.9% | +21.6% | +26.8% |
| All | +221.9% | -28.1% | +250.0% | +177.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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