+51.1%
VCIT vs ESI
+224.6%
-173.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -3.0% | -0.1% |
| 7D | -0.3% | +3.3% | -3.7% | -0.4% |
| 30D | -0.8% | -5.9% | +5.1% | -0.7% |
| 3M | -1.0% | -14.1% | +13.1% | -0.8% |
| 6M | -1.8% | +6.6% | -8.4% | -2.0% |
| YTD | -0.7% | +45.0% | -45.7% | -1.3% |
| 1Y | +1.0% | +41.5% | -40.5% | +0.4% |
| 3Y | +18.8% | +78.8% | -59.9% | +17.7% |
| 5Y | +3.5% | +70.9% | -67.4% | +2.3% |
| 10Y | +29.2% | +317.1% | -287.9% | +28.2% |
| All | +51.1% | +224.6% | -173.6% | +48.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling