+25.7%
VSH vs ESI
+35.9%
-10.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.9% | +3.8% | +4.1% |
| 7D | -12.9% | -8.5% | -4.4% | -5.6% |
| 30D | -36.9% | -15.7% | -21.2% | -26.4% |
| 3M | -28.8% | -18.2% | -10.5% | -14.9% |
| 6M | -30.3% | -28.8% | -1.5% | -6.0% |
| YTD | +62.4% | +26.3% | +36.1% | +38.8% |
| 1Y | +62.5% | +18.2% | +44.3% | +46.1% |
| 3Y | +7.4% | +68.1% | -60.7% | -24.6% |
| All | +25.7% | +35.9% | -10.2% | +0.9% |
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