+222.6%
ESI vs VYM
+301.8%
-79.3%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.5% |
| 7D | +3.9% | -1.0% | +4.9% | +5.4% |
| 30D | -3.8% | -2.0% | -1.8% | -0.9% |
| 3M | -13.1% | +3.1% | -16.2% | -16.8% |
| 6M | +11.3% | +8.9% | +2.4% | -1.0% |
| YTD | +44.1% | +14.7% | +29.4% | +19.4% |
| 1Y | +40.3% | +19.4% | +20.9% | +10.4% |
| 3Y | +84.1% | +65.4% | +18.7% | -6.7% |
| 5Y | +75.8% | +77.6% | -1.8% | -17.6% |
| 10Y | +320.7% | +207.8% | +112.9% | -14.0% |
| All | +222.6% | +301.8% | -79.3% | -46.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling