+152.9%
VSH vs ESI
+195.2%
-42.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.1% | +1.8% |
| 7D | -1.6% | -6.6% | +5.0% | +2.4% |
| 30D | -21.3% | -9.8% | -11.5% | -16.2% |
| 3M | -18.9% | -11.9% | -7.0% | -12.5% |
| 6M | -21.4% | -25.1% | +3.7% | -7.3% |
| YTD | +86.8% | +31.9% | +55.0% | +70.2% |
| 1Y | +85.8% | +19.2% | +66.6% | +77.2% |
| 3Y | +30.1% | +76.2% | -46.0% | +7.4% |
| 5Y | +42.8% | +39.4% | +3.4% | +27.5% |
| 10Y | +121.2% | +304.9% | -183.7% | +37.3% |
| All | +152.9% | +195.2% | -42.3% | +63.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling