+224.6%
ESI vs VO
+277.9%
-53.3%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.2% | +3.2% |
| 7D | +3.3% | -0.3% | +3.6% | +3.7% |
| 30D | -5.9% | -0.3% | -5.5% | -5.3% |
| 3M | -14.1% | +2.9% | -17.0% | -16.9% |
| 6M | +6.6% | +9.3% | -2.8% | -4.5% |
| YTD | +45.0% | +14.2% | +30.8% | +23.0% |
| 1Y | +41.5% | +15.3% | +26.2% | +19.2% |
| 3Y | +78.8% | +56.2% | +22.5% | +2.1% |
| 5Y | +70.9% | +42.4% | +28.4% | +11.5% |
| 10Y | +317.1% | +194.7% | +122.3% | -8.0% |
| All | +224.6% | +277.9% | -53.3% | -40.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling