+24.9%
ESI vs VO
+14.1%
+10.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +5.5% | +3.1% | +2.4% | -1.2% |
| 30D | -7.8% | +2.2% | -10.0% | -12.0% |
| 3M | -15.0% | -2.5% | -12.5% | -9.3% |
| 6M | -24.9% | +7.0% | -31.9% | -35.0% |
| YTD | +33.2% | +14.0% | +19.2% | -1.3% |
| 1Y | +24.9% | +15.6% | +9.3% | -10.8% |
| All | +24.9% | +14.1% | +10.8% | -10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling