+69.9%
ESI vs VLTO
+54.8%
+15.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.5% | +1.7% |
| 7D | -8.5% | +5.4% | -13.9% | -10.3% |
| 30D | -15.7% | +22.3% | -38.0% | -22.5% |
| 3M | -18.2% | +19.6% | -37.9% | -24.3% |
| 6M | -28.8% | +35.2% | -64.0% | -38.8% |
| YTD | +26.3% | +17.9% | +8.4% | +17.3% |
| 1Y | +18.2% | +19.5% | -1.3% | +8.7% |
| 3Y | +68.1% | +73.9% | -5.8% | +34.1% |
| All | +69.9% | +54.8% | +15.0% | +41.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling