+82.3%
VOO vs ESI
+74.4%
+7.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.1% |
| 7D | -0.4% | +3.9% | -4.3% | -1.6% |
| 30D | -1.4% | -3.8% | +2.4% | -0.3% |
| 3M | +3.7% | -13.1% | +16.8% | +7.2% |
| 6M | +13.0% | +11.3% | +1.7% | +6.0% |
| YTD | +12.4% | +44.1% | -31.7% | -4.9% |
| 1Y | +18.6% | +40.3% | -21.7% | +0.7% |
| 3Y | +78.1% | +84.1% | -6.0% | +30.7% |
| 5Y | +82.3% | +75.8% | +6.5% | +32.3% |
| All | +82.3% | +74.4% | +7.8% | +32.3% |
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