+80.7%
ESI vs VYM
+65.1%
+15.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | -0.7% |
| 7D | -4.6% | -0.8% | -3.8% | -3.3% |
| 30D | -10.5% | -2.2% | -8.3% | -6.9% |
| 3M | -19.8% | +3.1% | -22.9% | -24.0% |
| 6M | +5.8% | +9.7% | -3.9% | -9.4% |
| YTD | +38.3% | +14.9% | +23.4% | +10.3% |
| 1Y | +31.5% | +17.6% | +14.0% | +1.6% |
| 3Y | +80.7% | +65.3% | +15.4% | -14.7% |
| All | +80.7% | +65.1% | +15.6% | -14.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling