+225.7%
VIK vs ESI
+51.1%
+174.6%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.0% |
| 7D | -0.9% | -4.6% | +3.7% | +1.3% |
| 30D | -18.4% | -10.5% | -7.9% | -14.1% |
| 3M | -8.8% | -19.8% | +11.0% | -0.1% |
| 6M | +17.1% | +5.8% | +11.3% | +9.3% |
| YTD | +19.0% | +38.3% | -19.3% | -4.3% |
| 1Y | +30.1% | +31.5% | -1.4% | +6.8% |
| All | +225.7% | +51.1% | +174.6% | +145.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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