+3.5%
VCIT vs ESI
+28.5%
-25.0%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.2% |
| 7D | +0.1% | -8.5% | +8.6% | +0.5% |
| 30D | +1.9% | -15.7% | +17.6% | +2.7% |
| 3M | -1.4% | -18.2% | +16.8% | -0.6% |
| 6M | -2.1% | -28.8% | +26.7% | -0.8% |
| YTD | -1.6% | +26.3% | -27.9% | -3.7% |
| 1Y | -0.9% | +18.2% | -19.1% | -2.6% |
| 3Y | +20.0% | +68.1% | -48.1% | +14.1% |
| All | +3.5% | +28.5% | -25.0% | -2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling