+80.5%
ESI vs VLTO
+55.4%
+25.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.1% | -1.7% |
| 7D | +8.3% | +0.8% | +7.5% | +8.0% |
| 30D | -10.4% | +18.7% | -29.1% | -16.6% |
| 3M | -13.2% | +21.7% | -34.9% | -20.2% |
| 6M | -23.9% | +35.8% | -59.7% | -34.6% |
| YTD | +34.2% | +18.3% | +15.9% | +24.5% |
| 1Y | +22.2% | +20.9% | +1.3% | +11.7% |
| 3Y | +79.2% | +68.8% | +10.4% | +44.5% |
| All | +80.5% | +55.4% | +25.2% | +50.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling