+237.5%
VIK vs ESTC
-14.4%
+251.8%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.7% | +6.3% | +3.2% |
| 7D | +3.6% | -4.3% | +7.9% | +4.2% |
| 30D | -16.7% | +17.7% | -34.5% | -19.8% |
| 3M | -1.1% | +42.3% | -43.4% | -8.4% |
| 6M | +27.8% | +64.6% | -36.7% | +14.0% |
| YTD | +23.3% | +17.2% | +6.1% | +17.9% |
| 1Y | +38.2% | -4.2% | +42.4% | +38.1% |
| All | +237.5% | -14.4% | +251.8% | +228.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 3y: compounded portfolio wealth divided by compounded ESTC 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…
3y analysis · Full analysis span regression · 6 months rolling