+491.7%
VMC vs ESI
+197.1%
+294.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.1% | -2.6% | +1.0% |
| 7D | +0.3% | -3.5% | +3.7% | +1.2% |
| 30D | +18.6% | -9.3% | +27.8% | +21.5% |
| 3M | +2.0% | -12.8% | +14.8% | +5.4% |
| 6M | +2.6% | -24.6% | +27.2% | +9.6% |
| YTD | +2.3% | +32.7% | -30.5% | -9.7% |
| 1Y | +1.7% | +20.3% | -18.6% | -7.5% |
| 3Y | +41.7% | +80.2% | -38.5% | +10.8% |
| 5Y | +46.6% | +40.0% | +6.7% | +22.4% |
| 10Y | +140.3% | +310.8% | -170.5% | +43.3% |
| All | +491.7% | +197.1% | +294.6% | +263.1% |
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