+228.8%
VIK vs ESI
+58.5%
+170.3%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.7% | -1.1% |
| 7D | -3.0% | +3.3% | -6.4% | -4.6% |
| 30D | -20.7% | -5.9% | -14.9% | -18.5% |
| 3M | -4.6% | -14.1% | +9.4% | +0.8% |
| 6M | +14.0% | +6.6% | +7.4% | +6.1% |
| YTD | +20.2% | +45.0% | -24.9% | -5.5% |
| 1Y | +36.0% | +41.5% | -5.4% | +7.5% |
| All | +228.8% | +58.5% | +170.3% | +142.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling