+9.6%
EIX vs VIK
+37.7%
-28.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.6% | +0.8% |
| 7D | -19.1% | -3.0% | -16.1% | -18.9% |
| 30D | -16.9% | -20.7% | +3.8% | -16.2% |
| 3M | -20.0% | -4.6% | -15.4% | -19.9% |
| 6M | -21.3% | +14.0% | -35.3% | -22.3% |
| YTD | -1.7% | +20.2% | -21.9% | -3.3% |
| 1Y | +9.6% | +36.0% | -26.4% | +5.0% |
| All | +9.6% | +37.7% | -28.2% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 1y: compounded portfolio wealth divided by compounded VIK 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…
1y analysis · Full analysis span regression · 6 months rolling