+22.1%
VMC vs ESI
+82.9%
-60.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.8% |
| 7D | -0.5% | +5.4% | -5.9% | -2.0% |
| 30D | -9.1% | -4.2% | -4.9% | -8.1% |
| 3M | -4.1% | -9.6% | +5.5% | -2.5% |
| 6M | -5.5% | +18.3% | -23.9% | -12.8% |
| YTD | -8.9% | +45.8% | -54.7% | -21.7% |
| 1Y | -12.9% | +39.2% | -52.1% | -24.3% |
| 3Y | +22.1% | +86.3% | -64.1% | -2.5% |
| All | +22.1% | +82.9% | -60.8% | -2.5% |
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