-39.3%
VG vs ESI
+40.1%
-79.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.4% | -0.9% |
| 7D | +1.7% | +3.3% | -1.6% | +1.0% |
| 30D | +16.0% | -5.9% | +21.9% | +17.1% |
| 3M | +9.7% | -14.1% | +23.8% | +11.9% |
| 6M | +29.6% | +6.6% | +23.0% | +16.6% |
| YTD | +112.0% | +45.0% | +67.0% | +50.5% |
| 1Y | +12.8% | +41.5% | -28.7% | -18.5% |
| All | -39.3% | +40.1% | -79.5% | -54.3% |
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