+70.1%
VG vs ESI
+22.6%
+47.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.1% | +6.9% | +4.4% |
| 7D | +15.1% | +8.3% | +6.8% | +16.6% |
| 30D | -4.2% | -10.4% | +6.2% | -6.4% |
| 3M | -3.1% | -13.2% | +10.1% | -5.7% |
| 6M | +0.3% | -23.9% | +24.2% | -3.4% |
| YTD | +95.5% | +34.2% | +61.3% | +88.4% |
| All | +70.1% | +22.6% | +47.5% | +64.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling