+503.1%
EOSE vs VIK
+225.1%
+278.0%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.7% |
| 7D | +1.8% | -0.9% | +2.7% | +2.5% |
| 30D | -6.8% | -18.4% | +11.6% | +4.9% |
| 3M | -36.3% | -8.8% | -27.5% | -32.7% |
| 6M | -38.8% | +17.1% | -55.9% | -44.6% |
| YTD | -65.5% | +19.0% | -84.6% | -69.4% |
| 1Y | -45.3% | +30.1% | -75.4% | -54.0% |
| All | +503.1% | +225.1% | +278.0% | +218.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling