+21.0%
VRT vs ESI
+21.7%
-0.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.7% | +3.4% |
| 7D | +18.6% | +8.3% | +10.3% | +10.9% |
| 30D | -11.7% | -10.4% | -1.2% | -1.8% |
| 3M | -27.3% | -13.2% | -14.1% | -17.2% |
| 6M | -42.9% | -23.9% | -19.0% | -27.6% |
| YTD | +29.5% | +34.2% | -4.7% | +9.6% |
| 1Y | +21.0% | +22.2% | -1.2% | +9.6% |
| All | +21.0% | +21.7% | -0.6% | +9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling