+24.5%
ESI vs VO
+15.0%
+9.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.3% | +2.7% | +1.2% |
| 7D | +1.8% | +0.2% | +1.6% | +1.7% |
| 30D | -6.6% | +2.0% | -8.6% | -10.4% |
| 3M | -9.4% | -0.3% | -9.1% | -8.1% |
| 6M | -24.1% | +7.3% | -31.4% | -34.7% |
| YTD | +37.1% | +15.0% | +22.1% | +0.2% |
| 1Y | +24.5% | +14.7% | +9.9% | -8.0% |
| All | +24.5% | +15.0% | +9.6% | -8.0% |
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