+314.1%
VOO vs ESI
+310.7%
+3.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.5% | +3.9% | +0.8% |
| 7D | -2.0% | -2.3% | +0.3% | -1.3% |
| 30D | -1.7% | -9.0% | +7.4% | +1.1% |
| 3M | +4.7% | -13.3% | +18.0% | +8.2% |
| 6M | +12.6% | +5.3% | +7.3% | +8.1% |
| YTD | +11.8% | +37.6% | -25.9% | -2.4% |
| 1Y | +17.5% | +33.6% | -16.1% | +3.2% |
| 3Y | +77.0% | +75.8% | +1.2% | +38.2% |
| 5Y | +82.6% | +68.6% | +14.0% | +41.8% |
| All | +314.1% | +310.7% | +3.3% | +135.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling