+20.1%
VCIT vs ESI
+64.8%
-44.6%
-5.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -8.0% | +8.2% | +0.5% |
| 7D | +0.5% | -13.1% | +13.6% | +0.9% |
| 30D | +2.1% | -18.5% | +20.6% | +2.8% |
| 3M | -1.6% | -19.6% | +18.0% | -0.9% |
| 6M | -1.6% | -29.8% | +28.2% | -0.5% |
| YTD | -1.5% | +23.9% | -25.4% | -3.0% |
| 1Y | -0.4% | +15.0% | -15.4% | -1.6% |
| All | +20.1% | +64.8% | -44.6% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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