+198.2%
ESI vs VCLT
+46.5%
+151.7%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +5.5% | -2.3% | +7.8% | +6.4% |
| 30D | -7.8% | +0.8% | -8.5% | -8.1% |
| 3M | -15.0% | -2.7% | -12.3% | -14.2% |
| 6M | -24.9% | -4.3% | -20.6% | -23.7% |
| YTD | +33.2% | -4.3% | +37.5% | +35.5% |
| 1Y | +24.9% | -4.4% | +29.3% | +27.2% |
| 3Y | +77.8% | +13.8% | +64.0% | +73.1% |
| 5Y | +37.1% | -17.0% | +54.1% | +36.4% |
| 10Y | +320.5% | +20.9% | +299.6% | +372.8% |
| All | +198.2% | +46.5% | +151.7% | +261.3% |
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 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