+295.3%
ESI vs VIG
+247.5%
+47.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.5% | -4.0% | -3.8% |
| 7D | -2.3% | -2.2% | -0.1% | +0.8% |
| 30D | -9.0% | -3.2% | -5.8% | -4.8% |
| 3M | -13.3% | +3.0% | -16.3% | -16.8% |
| 6M | +5.3% | +8.1% | -2.8% | -5.1% |
| YTD | +37.6% | +9.1% | +28.6% | +23.1% |
| 1Y | +33.6% | +12.6% | +21.0% | +15.1% |
| 3Y | +75.8% | +55.4% | +20.4% | 0.0% |
| 5Y | +68.6% | +62.8% | +5.8% | -8.0% |
| All | +295.3% | +247.5% | +47.8% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling