+228.8%
VIK vs EL
-22.6%
+251.4%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.0% | -2.7% | -0.4% |
| 7D | -3.0% | +0.8% | -3.8% | -3.2% |
| 30D | -20.7% | +19.8% | -40.6% | -24.2% |
| 3M | -4.6% | +25.7% | -30.4% | -10.1% |
| 6M | +14.0% | +5.4% | +8.5% | +11.3% |
| YTD | +20.2% | +0.2% | +20.0% | +18.0% |
| 1Y | +36.0% | +20.4% | +15.6% | +27.2% |
| All | +228.8% | -22.6% | +251.4% | +178.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling