+76.9%
VOO vs ESI
+81.4%
-4.5%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.2% |
| 7D | -0.4% | +3.9% | -4.3% | -1.3% |
| 30D | -1.4% | -3.8% | +2.4% | -0.5% |
| 3M | +3.7% | -13.1% | +16.8% | +6.5% |
| 6M | +13.0% | +11.3% | +1.7% | +7.1% |
| YTD | +12.4% | +44.1% | -31.7% | -2.4% |
| 1Y | +18.6% | +40.3% | -21.7% | +3.4% |
| All | +76.9% | +81.4% | -4.5% | +37.4% |
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 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