+225.9%
VIK vs EL
-26.4%
+252.3%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.9% | -0.5% | -2.8% |
| 7D | -0.8% | -2.4% | +1.5% | -0.3% |
| 30D | -18.0% | +13.7% | -31.7% | -20.7% |
| 3M | -5.8% | +14.5% | -20.3% | -9.2% |
| 6M | +17.2% | +7.4% | +9.8% | +13.7% |
| YTD | +19.1% | -4.7% | +23.8% | +18.3% |
| 1Y | +33.6% | +12.9% | +20.7% | +26.7% |
| All | +225.9% | -26.4% | +252.3% | +179.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling