+41.5%
ESI vs VLTO
-8.3%
+49.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.6% | +4.5% | +3.1% |
| 7D | +3.3% | -2.3% | +5.6% | +3.6% |
| 30D | -5.9% | -0.9% | -5.0% | -5.8% |
| 3M | -14.1% | +13.8% | -27.9% | -17.3% |
| 6M | +6.6% | +2.0% | +4.6% | +7.1% |
| YTD | +45.0% | -3.2% | +48.2% | +48.4% |
| 1Y | +41.5% | -9.2% | +50.6% | +50.1% |
| All | +41.5% | -8.3% | +49.7% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 1y: compounded portfolio wealth divided by compounded VLTO 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…
1y analysis · Full analysis span regression · 6 months rolling