+3.8%
VCIT vs ESI
+39.6%
-35.8%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | 0.0% | -0.6% |
| 7D | +0.1% | -6.6% | +6.7% | +0.4% |
| 30D | +1.1% | -9.8% | +11.0% | +1.5% |
| 3M | -1.4% | -11.9% | +10.6% | -0.9% |
| 6M | -2.3% | -25.1% | +22.8% | -1.2% |
| YTD | -1.8% | +31.9% | -33.7% | -4.0% |
| 1Y | -1.0% | +19.2% | -20.2% | -2.7% |
| 3Y | +19.3% | +76.2% | -56.9% | +13.1% |
| 5Y | +3.8% | +39.4% | -35.6% | -2.6% |
| All | +3.8% | +39.6% | -35.8% | -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