+112.2%
VSH vs ESI
+38.0%
+74.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.7% |
| 7D | +3.5% | +3.9% | -0.4% | +0.2% |
| 30D | -4.4% | -3.8% | -0.6% | -1.2% |
| 3M | -45.8% | -13.1% | -32.7% | -38.2% |
| 6M | +90.1% | +11.3% | +78.8% | +82.3% |
| YTD | +120.3% | +44.1% | +76.2% | +65.2% |
| 1Y | +112.2% | +40.3% | +71.9% | +61.0% |
| All | +112.2% | +38.0% | +74.2% | +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