+179.5%
VSH vs ESI
+308.3%
-128.8%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.5% |
| 7D | +3.5% | +3.9% | -0.4% | +1.0% |
| 30D | -4.4% | -3.8% | -0.6% | -1.9% |
| 3M | -45.8% | -13.1% | -32.7% | -39.9% |
| 6M | +90.1% | +11.3% | +78.8% | +81.1% |
| YTD | +120.3% | +44.1% | +76.2% | +77.6% |
| 1Y | +112.2% | +40.3% | +71.9% | +74.5% |
| 3Y | +36.6% | +84.1% | -47.5% | -3.1% |
| 5Y | +67.0% | +75.8% | -8.8% | +19.1% |
| 10Y | +179.5% | +320.7% | -141.2% | +29.3% |
| All | +179.5% | +308.3% | -128.8% | +29.3% |
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