+107.7%
VSH vs ESI
+22.6%
+85.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.1% | -2.5% | -2.6% |
| 7D | +26.2% | +8.3% | +17.9% | +17.8% |
| 30D | -12.5% | -10.4% | -2.1% | -1.8% |
| 3M | -16.9% | -13.2% | -3.7% | -4.2% |
| 6M | -17.0% | -23.9% | +6.9% | +6.7% |
| YTD | +93.8% | +34.2% | +59.6% | +65.8% |
| All | +107.7% | +22.6% | +85.1% | +88.4% |
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 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