+135.1%
VGT vs ESI
+66.0%
+69.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.5% | +3.5% | +1.1% |
| 7D | -1.0% | -2.3% | +1.3% | 0.0% |
| 30D | -0.4% | -9.0% | +8.6% | +3.9% |
| 3M | +6.6% | -13.3% | +19.9% | +12.7% |
| 6M | +31.0% | +5.3% | +25.8% | +24.4% |
| YTD | +27.2% | +37.6% | -10.4% | +4.3% |
| 1Y | +34.5% | +33.6% | +0.9% | +11.1% |
| 3Y | +123.1% | +75.8% | +47.4% | +52.6% |
| 5Y | +135.1% | +68.6% | +66.5% | +61.3% |
| All | +135.1% | +66.0% | +69.1% | +61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling