+90.5%
ESI vs VCLT
+12.8%
+77.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +5.4% | +0.3% | +5.1% | +5.1% |
| 30D | -4.2% | -0.6% | -3.6% | -3.7% |
| 3M | -9.6% | -2.2% | -7.4% | -7.4% |
| 6M | +18.3% | -2.9% | +21.2% | +22.1% |
| YTD | +45.8% | -2.1% | +47.9% | +49.5% |
| 1Y | +39.2% | -2.6% | +41.7% | +43.3% |
| All | +90.5% | +12.8% | +77.7% | +70.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling