+226.4%
ESI vs VCLT
+49.9%
+176.5%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +5.4% | +0.3% | +5.1% | +5.3% |
| 30D | -4.2% | -0.6% | -3.6% | -4.0% |
| 3M | -9.6% | -2.2% | -7.4% | -8.8% |
| 6M | +18.3% | -2.9% | +21.2% | +19.7% |
| YTD | +45.8% | -2.1% | +47.9% | +47.2% |
| 1Y | +39.2% | -2.6% | +41.7% | +40.7% |
| 3Y | +86.3% | +12.5% | +73.8% | +81.3% |
| 5Y | +76.2% | -15.3% | +91.5% | +73.9% |
| 10Y | +306.8% | +16.6% | +290.1% | +340.1% |
| All | +226.4% | +49.9% | +176.5% | +292.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling