-14.3%
VMC vs ESI
+34.0%
-48.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.5% | +4.8% | +1.2% |
| 7D | -3.7% | -2.3% | -1.4% | -3.3% |
| 30D | -12.8% | -9.0% | -3.7% | -11.1% |
| 3M | -7.9% | -13.3% | +5.3% | -6.2% |
| 6M | -7.5% | +5.3% | -12.8% | -11.4% |
| YTD | -11.6% | +37.6% | -49.2% | -20.6% |
| 1Y | -14.3% | +33.6% | -47.9% | -21.9% |
| All | -14.3% | +34.0% | -48.3% | -21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling