+1,204.7%
VGT vs ESI
+226.4%
+978.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.7% | -0.3% |
| 7D | +1.8% | +5.4% | -3.6% | +0.2% |
| 30D | -0.3% | -4.2% | +3.9% | +0.9% |
| 3M | +3.4% | -9.6% | +13.0% | +6.0% |
| 6M | +35.0% | +18.3% | +16.7% | +27.2% |
| YTD | +28.8% | +45.8% | -17.1% | +13.6% |
| 1Y | +38.0% | +39.2% | -1.2% | +23.1% |
| 3Y | +125.8% | +86.3% | +39.5% | +83.5% |
| 5Y | +134.7% | +76.2% | +58.5% | +92.4% |
| 10Y | +792.6% | +306.8% | +485.8% | +486.6% |
| All | +1,204.7% | +226.4% | +978.3% | +794.1% |
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