+112.0%
VSH vs ESI
+44.5%
+67.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.9% | +1.5% | +1.9% |
| 7D | +4.1% | +3.3% | +0.7% | +1.2% |
| 30D | -4.2% | -5.9% | +1.7% | +0.8% |
| 3M | -50.0% | -14.1% | -35.9% | -42.4% |
| 6M | +80.2% | +6.6% | +73.6% | +77.8% |
| YTD | +121.1% | +45.0% | +76.1% | +65.1% |
| 1Y | +112.0% | +41.5% | +70.5% | +61.0% |
| All | +112.0% | +44.5% | +67.4% | +61.0% |
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 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