+59.7%
VIK vs ES
-1.6%
+61.3%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.1% | +4.1% | +6.1% |
| 7D | +5.4% | +5.3% | +0.1% | +5.2% |
| 30D | +12.5% | +8.9% | +3.6% | +12.2% |
| 3M | -15.2% | -1.9% | -13.3% | -15.3% |
| 6M | +15.4% | +3.9% | +11.5% | +15.3% |
| YTD | +27.7% | +8.3% | +19.4% | +29.6% |
| 1Y | +59.7% | -0.1% | +59.9% | +59.2% |
| All | +59.7% | -1.6% | +61.3% | +59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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