+75.8%
ESI vs VO
+42.2%
+33.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | 0.0% |
| 7D | +3.9% | -0.6% | +4.5% | +4.8% |
| 30D | -3.8% | -1.9% | -1.9% | -1.0% |
| 3M | -13.1% | +3.3% | -16.4% | -16.4% |
| 6M | +11.3% | +9.7% | +1.6% | -0.8% |
| YTD | +44.1% | +12.6% | +31.5% | +24.6% |
| 1Y | +40.3% | +13.6% | +26.7% | +20.6% |
| 3Y | +84.1% | +56.8% | +27.2% | +7.7% |
| 5Y | +75.8% | +42.3% | +33.5% | +16.1% |
| All | +75.8% | +42.2% | +33.6% | +16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling