+19.2%
ESI vs VLTO
+20.4%
-1.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.8% | -0.6% |
| 7D | -6.6% | +1.6% | -8.2% | -6.5% |
| 30D | -9.8% | +22.0% | -31.8% | -9.1% |
| 3M | -11.9% | +21.9% | -33.8% | -11.1% |
| 6M | -25.1% | +36.5% | -61.6% | -26.1% |
| YTD | +31.9% | +19.0% | +12.9% | +36.2% |
| 1Y | +19.2% | +21.0% | -1.8% | +22.1% |
| All | +19.2% | +20.4% | -1.2% | +22.1% |
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