+33.6%
ESI vs VCLT
-3.8%
+37.4%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.2% | -3.3% | -2.4% |
| 7D | -2.3% | -1.3% | -1.0% | +0.1% |
| 30D | -9.0% | -1.1% | -7.9% | -7.1% |
| 3M | -13.3% | -3.7% | -9.6% | -6.7% |
| 6M | +5.3% | -4.0% | +9.3% | +13.5% |
| YTD | +37.6% | -3.4% | +41.0% | +47.5% |
| 1Y | +33.6% | -4.1% | +37.7% | +44.0% |
| All | +33.6% | -3.8% | +37.4% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 1y: compounded portfolio wealth divided by compounded VCLT 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…
1y analysis · Full analysis span regression · 6 months rolling