+124.8%
VGT vs ESI
+74.1%
+50.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.0% |
| 7D | -0.2% | -4.6% | +4.5% | +1.8% |
| 30D | -0.4% | -10.5% | +10.1% | +4.1% |
| 3M | +4.4% | -19.8% | +24.2% | +13.5% |
| 6M | +32.1% | +5.8% | +26.3% | +26.2% |
| YTD | +28.8% | +38.3% | -9.5% | +8.0% |
| 1Y | +35.3% | +31.5% | +3.8% | +15.6% |
| 3Y | +124.8% | +80.7% | +44.1% | +66.3% |
| All | +124.8% | +74.1% | +50.7% | +66.3% |
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 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