+320.7%
ESI vs VO
+193.0%
+127.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.1% |
| 7D | +3.9% | -0.6% | +4.5% | +4.7% |
| 30D | -3.8% | -1.9% | -1.9% | -1.2% |
| 3M | -13.1% | +3.3% | -16.4% | -16.2% |
| 6M | +11.3% | +9.7% | +1.6% | 0.0% |
| YTD | +44.1% | +12.6% | +31.5% | +25.7% |
| 1Y | +40.3% | +13.6% | +26.7% | +21.8% |
| 3Y | +84.1% | +56.8% | +27.2% | +9.3% |
| 5Y | +75.8% | +42.3% | +33.5% | +18.9% |
| 10Y | +320.7% | +199.2% | +121.5% | +2.8% |
| All | +320.7% | +193.0% | +127.7% | +2.8% |
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