+198.2%
ESI vs VIG
+351.0%
-152.8%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +5.5% | +3.5% | +2.0% | +0.5% |
| 30D | -7.8% | +4.9% | -12.7% | -14.1% |
| 3M | -15.0% | +2.5% | -17.5% | -18.1% |
| 6M | -24.9% | +11.0% | -35.9% | -35.5% |
| YTD | +33.2% | +16.0% | +17.3% | +8.5% |
| 1Y | +24.9% | +17.5% | +7.4% | +0.1% |
| 3Y | +77.8% | +67.0% | +10.8% | -11.5% |
| 5Y | +37.1% | +64.8% | -27.6% | -29.1% |
| 10Y | +320.5% | +263.6% | +56.9% | -33.2% |
| All | +198.2% | +351.0% | -152.8% | -60.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling