-46.6%
VG vs ESI
+32.5%
-79.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.0% | +1.5% | +4.7% |
| 7D | +5.5% | +1.8% | +3.7% | +5.1% |
| 30D | -3.6% | -6.6% | +3.0% | -2.5% |
| 3M | -4.0% | -9.4% | +5.4% | -2.6% |
| 6M | +9.4% | -24.1% | +33.5% | +14.5% |
| YTD | +86.6% | +37.1% | +49.5% | +33.6% |
| 1Y | +69.5% | +24.5% | +45.0% | +29.9% |
| All | -46.6% | +32.5% | -79.1% | -59.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling