+66.7%
VSH vs ESI
+77.4%
-10.7%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.5% |
| 7D | +6.2% | +5.4% | +0.8% | +2.0% |
| 30D | -11.1% | -4.2% | -6.9% | -8.0% |
| 3M | -44.9% | -9.6% | -35.3% | -39.6% |
| 6M | +90.0% | +18.3% | +71.6% | +70.2% |
| YTD | +118.8% | +45.8% | +73.0% | +65.5% |
| 1Y | +109.0% | +39.2% | +69.8% | +63.9% |
| 3Y | +35.6% | +86.3% | -50.6% | -12.9% |
| 5Y | +66.7% | +76.2% | -9.5% | +6.3% |
| All | +66.7% | +77.4% | -10.7% | +6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling