+175.1%
VSH vs ESI
+207.0%
-31.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +4.0% | +4.8% | +6.8% |
| 7D | +12.8% | +1.8% | +10.9% | +12.6% |
| 30D | -9.0% | -6.6% | -2.4% | -4.7% |
| 3M | -12.2% | -9.4% | -2.8% | -6.5% |
| 6M | -15.9% | -24.1% | +8.2% | -1.4% |
| YTD | +103.2% | +37.1% | +66.1% | +81.8% |
| 1Y | +108.4% | +24.5% | +83.9% | +94.8% |
| 3Y | +41.6% | +83.2% | -41.6% | +14.7% |
| 5Y | +54.6% | +44.0% | +10.6% | +35.8% |
| 10Y | +138.2% | +332.8% | -194.7% | +44.4% |
| All | +175.1% | +207.0% | -31.8% | +74.9% |
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 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