+2,826.7%
VRT vs ESI
+222.4%
+2,604.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.1% | +3.3% |
| 7D | +13.6% | +5.4% | +8.2% | +9.9% |
| 30D | +6.8% | -4.2% | +11.0% | +10.0% |
| 3M | -3.2% | -9.6% | +6.4% | +4.4% |
| 6M | +20.3% | +18.3% | +2.0% | +9.3% |
| YTD | +79.6% | +45.8% | +33.8% | +42.4% |
| 1Y | +139.0% | +39.2% | +99.8% | +94.4% |
| 3Y | +644.6% | +86.3% | +558.3% | +409.6% |
| 5Y | +1,024.4% | +76.2% | +948.1% | +699.0% |
| All | +2,826.7% | +222.4% | +2,604.3% | +1,170.4% |
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 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