+46.3%
VMC vs ESI
+73.8%
-27.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -2.8% |
| 7D | -5.3% | +3.9% | -9.2% | -6.6% |
| 30D | -12.3% | -3.8% | -8.5% | -11.2% |
| 3M | -10.3% | -13.1% | +2.9% | -7.0% |
| 6M | -8.6% | +11.3% | -19.9% | -15.0% |
| YTD | -11.9% | +44.1% | -56.0% | -26.7% |
| 1Y | -13.9% | +40.3% | -54.2% | -28.1% |
| 3Y | +18.2% | +84.1% | -65.9% | -15.8% |
| All | +46.3% | +73.8% | -27.5% | +1.6% |
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