+128.1%
VNQ vs ESI
+226.4%
-98.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.6% | -0.2% |
| 7D | -0.4% | +5.4% | -5.8% | -1.4% |
| 30D | -2.5% | -4.2% | +1.7% | -1.9% |
| 3M | +1.4% | -9.6% | +11.0% | +2.4% |
| 6M | +4.6% | +18.3% | -13.8% | -0.5% |
| YTD | +10.5% | +45.8% | -35.3% | +0.5% |
| 1Y | +8.4% | +39.2% | -30.8% | -0.9% |
| 3Y | +32.4% | +86.3% | -53.8% | +12.8% |
| 5Y | +5.5% | +76.2% | -70.7% | -10.2% |
| 10Y | +59.1% | +306.8% | -247.7% | +15.1% |
| All | +128.1% | +226.4% | -98.4% | +68.6% |
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 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