+244.3%
VIK vs ESI
+45.6%
+198.7%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.4% |
| 7D | +2.7% | +5.5% | -2.8% | +0.3% |
| 30D | +8.8% | -7.8% | +16.6% | +12.0% |
| 3M | -15.3% | -15.0% | -0.3% | -9.9% |
| 6M | +9.4% | -24.9% | +34.3% | +21.3% |
| YTD | +25.9% | +33.2% | -7.4% | +1.6% |
| 1Y | +51.0% | +24.9% | +26.1% | +25.8% |
| All | +244.3% | +45.6% | +198.7% | +160.6% |
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