+7.2%
VNQ vs ESI
+66.0%
-58.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.6% | +0.2% |
| 7D | -2.6% | -2.3% | -0.3% | -2.1% |
| 30D | -2.3% | -9.0% | +6.7% | -0.2% |
| 3M | -2.8% | -13.3% | +10.5% | -0.7% |
| 6M | +2.5% | +5.3% | -2.8% | -2.4% |
| YTD | +8.4% | +37.6% | -29.2% | -6.0% |
| 1Y | +6.8% | +33.6% | -26.8% | -7.1% |
| 3Y | +29.9% | +75.8% | -45.8% | -1.7% |
| 5Y | +7.2% | +68.6% | -61.4% | -19.4% |
| All | +7.2% | +66.0% | -58.8% | -19.4% |
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