+119.0%
VSH vs ESI
+307.7%
-188.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.1% | +1.9% |
| 7D | -1.6% | -6.6% | +5.0% | +3.9% |
| 30D | -21.3% | -9.8% | -11.5% | -14.4% |
| 3M | -18.9% | -11.9% | -7.0% | -10.3% |
| 6M | -21.4% | -25.1% | +3.7% | -2.0% |
| YTD | +86.8% | +31.9% | +55.0% | +61.4% |
| 1Y | +85.8% | +19.2% | +66.6% | +71.1% |
| 3Y | +30.1% | +76.2% | -46.0% | -3.8% |
| 5Y | +42.8% | +39.4% | +3.4% | +17.8% |
| All | +119.0% | +307.7% | -188.7% | +1.4% |
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