+244.3%
VIK vs ES
+32.7%
+211.6%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +1.0% |
| 7D | +2.7% | +2.7% | 0.0% | +2.5% |
| 30D | +8.8% | +7.6% | +1.2% | +8.1% |
| 3M | -15.3% | +0.5% | -15.8% | -15.4% |
| 6M | +9.4% | +7.6% | +1.8% | +8.6% |
| YTD | +25.9% | +10.2% | +15.6% | +25.0% |
| 1Y | +51.0% | +1.8% | +49.2% | +50.2% |
| All | +244.3% | +32.7% | +211.6% | +229.2% |
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 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