+361.8%
VRT vs ESI
+67.9%
+293.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.6% | +1.9% |
| 7D | -21.4% | -8.5% | -12.8% | -14.5% |
| 30D | -25.8% | -15.7% | -10.2% | -13.7% |
| 3M | -33.5% | -18.2% | -15.3% | -20.7% |
| 6M | -49.0% | -28.8% | -20.2% | -31.9% |
| YTD | +12.9% | +26.3% | -13.3% | -3.9% |
| 1Y | 0.0% | +18.2% | -18.2% | -10.5% |
| 3Y | +361.8% | +68.1% | +293.7% | +239.0% |
| All | +361.8% | +67.9% | +293.9% | +239.0% |
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