+318.5%
ESI vs VO
+197.6%
+120.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +5.5% | +3.1% | +2.4% | +1.5% |
| 30D | -7.8% | +2.2% | -10.0% | -10.1% |
| 3M | -15.0% | -2.5% | -12.5% | -11.8% |
| 6M | -24.9% | +7.0% | -31.9% | -30.5% |
| YTD | +33.2% | +14.0% | +19.2% | +14.8% |
| 1Y | +24.9% | +15.6% | +9.3% | +6.1% |
| 3Y | +77.8% | +66.2% | +11.6% | -1.3% |
| 5Y | +37.1% | +36.6% | +0.5% | -2.2% |
| All | +318.5% | +197.6% | +120.9% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling