+297.3%
ESI vs VYM
+209.2%
+88.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | -0.4% |
| 7D | -4.6% | -0.8% | -3.8% | -3.6% |
| 30D | -10.5% | -2.2% | -8.3% | -7.7% |
| 3M | -19.8% | +3.1% | -22.9% | -23.1% |
| 6M | +5.8% | +9.7% | -3.9% | -6.3% |
| YTD | +38.3% | +14.9% | +23.4% | +15.5% |
| 1Y | +31.5% | +17.6% | +14.0% | +7.0% |
| 3Y | +80.7% | +65.3% | +15.4% | -4.5% |
| 5Y | +69.4% | +78.7% | -9.3% | -17.1% |
| All | +297.3% | +209.2% | +88.1% | -9.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling