+225.9%
VIK vs ESI
+57.5%
+168.5%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.2% | -2.9% |
| 7D | -0.8% | +3.9% | -4.7% | -2.6% |
| 30D | -18.0% | -3.8% | -14.3% | -16.6% |
| 3M | -5.8% | -13.1% | +7.3% | -0.9% |
| 6M | +17.2% | +11.3% | +5.8% | +6.7% |
| YTD | +19.1% | +44.1% | -25.0% | -6.0% |
| 1Y | +33.6% | +40.3% | -6.7% | +6.1% |
| All | +225.9% | +57.5% | +168.5% | +141.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling