-9.3%
ESI vs VO
+1.0%
-10.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.7% | +2.4% | +0.4% |
| 7D | -3.5% | -0.1% | -3.3% | -3.4% |
| 30D | -9.3% | +0.5% | -9.8% | -10.1% |
| All | -9.3% | +1.0% | -10.3% | -10.1% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling