+30.8%
VNQ vs ESI
+74.1%
-43.2%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | -1.3% | -4.6% | +3.4% | -0.5% |
| 30D | -2.6% | -10.5% | +7.9% | -0.8% |
| 3M | -2.0% | -19.8% | +17.8% | +1.1% |
| 6M | +4.3% | +5.8% | -1.5% | -0.1% |
| YTD | +9.2% | +38.3% | -29.1% | -3.2% |
| 1Y | +5.6% | +31.5% | -25.9% | -5.6% |
| 3Y | +30.8% | +80.7% | -49.8% | -6.1% |
| All | +30.8% | +74.1% | -43.2% | -6.1% |
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 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