+103.8%
VGT vs ESI
+79.1%
+24.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -3.8% |
| 6M | -1.8% | -24.9% | +23.1% | +8.9% |
| YTD | +18.4% | +33.2% | -14.8% | +0.2% |
| 1Y | +18.7% | +24.9% | -6.2% | +3.3% |
| 3Y | +103.8% | +77.8% | +26.1% | +48.8% |
| All | +103.8% | +79.1% | +24.8% | +48.8% |
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