+225.9%
VIK vs ES
+28.8%
+197.1%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.5% | -1.9% | -3.3% |
| 7D | -0.8% | 0.0% | -0.8% | -0.8% |
| 30D | -18.0% | -1.0% | -17.0% | -18.0% |
| 3M | -5.8% | +1.5% | -7.3% | -5.9% |
| 6M | +17.2% | -3.5% | +20.6% | +16.9% |
| YTD | +19.1% | +7.0% | +12.1% | +18.7% |
| 1Y | +33.6% | +15.3% | +18.3% | +30.6% |
| All | +225.9% | +28.8% | +197.1% | +212.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling