+197.1%
ESI vs VO
+275.9%
-78.8%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.7% | +2.4% | +1.3% |
| 7D | -3.5% | -0.1% | -3.3% | -3.1% |
| 30D | -9.3% | +0.5% | -9.8% | -9.7% |
| 3M | -12.8% | -1.0% | -11.8% | -11.2% |
| 6M | -24.6% | +6.4% | -31.0% | -30.1% |
| YTD | +32.7% | +13.6% | +19.2% | +13.7% |
| 1Y | +20.3% | +14.5% | +5.8% | +2.3% |
| 3Y | +80.2% | +67.2% | +13.0% | -5.7% |
| 5Y | +40.0% | +36.1% | +3.9% | -2.5% |
| 10Y | +310.8% | +199.3% | +111.5% | -12.1% |
| All | +197.1% | +275.9% | -78.8% | -45.3% |
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