+245.1%
VIK vs EL
-16.3%
+261.3%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.2% | +2.5% |
| 7D | -1.2% | +0.3% | -1.5% | -1.3% |
| 30D | +11.5% | +12.3% | -0.8% | +8.7% |
| 3M | -11.3% | +28.4% | -39.7% | -16.6% |
| 6M | +11.3% | +36.7% | -25.4% | +2.6% |
| YTD | +26.1% | +8.4% | +17.7% | +21.6% |
| 1Y | +50.0% | +25.4% | +24.6% | +39.4% |
| All | +245.1% | -16.3% | +261.3% | +187.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling