+435.9%
VMC vs ESI
+224.6%
+211.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -2.0% | 0.0% |
| 7D | -4.3% | +3.3% | -7.7% | -5.3% |
| 30D | -8.2% | -5.9% | -2.4% | -6.7% |
| 3M | -7.0% | -14.1% | +7.0% | -3.7% |
| 6M | -10.8% | +6.6% | -17.3% | -14.4% |
| YTD | -7.4% | +45.0% | -52.4% | -19.7% |
| 1Y | -9.5% | +41.5% | -50.9% | -21.3% |
| 3Y | +20.5% | +78.8% | -58.3% | -4.8% |
| 5Y | +51.6% | +70.9% | -19.3% | +19.9% |
| 10Y | +150.0% | +317.1% | -167.0% | +47.8% |
| All | +435.9% | +224.6% | +211.3% | +222.8% |
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