+24.9%
ESI vs VYM
+21.8%
+3.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.2% | -5.9% | -7.0% |
| 7D | -6.6% | +1.2% | -7.7% | -8.8% |
| 30D | -10.9% | +5.2% | -16.2% | -20.4% |
| 3M | -13.8% | +0.5% | -14.3% | -14.6% |
| 6M | -21.5% | +7.7% | -29.2% | -34.0% |
| YTD | +34.7% | +17.2% | +17.5% | -9.0% |
| 1Y | +24.9% | +21.7% | +3.2% | -23.4% |
| All | +24.9% | +21.8% | +3.1% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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