-47.1%
EOSE vs VIK
+37.7%
-84.9%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.3% | +10.6% | +10.7% |
| 7D | +19.0% | -3.0% | +22.1% | +21.4% |
| 30D | +1.6% | -20.7% | +22.3% | +16.4% |
| 3M | -52.0% | -4.6% | -47.3% | -50.7% |
| 6M | -42.5% | +14.0% | -56.5% | -47.9% |
| YTD | -66.1% | +20.2% | -86.3% | -70.5% |
| 1Y | -47.1% | +36.0% | -83.2% | -60.3% |
| All | -47.1% | +37.7% | -84.9% | -60.3% |
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