+728.4%
VGT vs ESI
+318.1%
+410.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.4% |
| 7D | +2.5% | +5.5% | -3.1% | +0.2% |
| 30D | -9.5% | -7.8% | -1.7% | -6.6% |
| 3M | -9.5% | -15.0% | +5.5% | -3.9% |
| 6M | -1.8% | -24.9% | +23.1% | +8.8% |
| YTD | +18.4% | +33.2% | -14.8% | +2.0% |
| 1Y | +18.7% | +24.9% | -6.2% | +4.8% |
| 3Y | +103.8% | +77.8% | +26.1% | +52.3% |
| 5Y | +104.4% | +37.1% | +67.2% | +65.8% |
| All | +728.4% | +318.1% | +410.3% | +342.5% |
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