+68.6%
ESI vs VCLT
-17.3%
+85.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.2% | -3.3% | -3.6% |
| 7D | -2.3% | -1.3% | -1.0% | -1.3% |
| 30D | -9.0% | -1.1% | -7.9% | -8.2% |
| 3M | -13.3% | -3.7% | -9.6% | -10.6% |
| 6M | +5.3% | -4.0% | +9.3% | +9.0% |
| YTD | +37.6% | -3.4% | +41.0% | +41.9% |
| 1Y | +33.6% | -4.1% | +37.7% | +38.5% |
| 3Y | +75.8% | +11.0% | +64.8% | +65.6% |
| 5Y | +68.6% | -17.0% | +85.6% | +70.3% |
| All | +68.6% | -17.3% | +85.9% | +70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling