-51.4%
VG vs ESI
+19.7%
-71.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -8.0% | +4.0% | -2.5% |
| 7D | -22.0% | -13.1% | -8.9% | -20.0% |
| 30D | -14.7% | -18.5% | +3.8% | -11.6% |
| 3M | -7.1% | -19.6% | +12.5% | -3.6% |
| 6M | -11.2% | -29.8% | +18.6% | -6.2% |
| YTD | +69.8% | +23.9% | +45.9% | +23.9% |
| 1Y | +49.9% | +15.0% | +34.9% | +15.0% |
| All | -51.4% | +19.7% | -71.1% | -62.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling