+1,112.0%
VST vs ESI
+312.6%
+799.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +1.9% | +8.6% | +9.8% |
| 7D | -9.8% | -8.5% | -1.3% | -6.2% |
| 30D | -25.1% | -15.7% | -9.5% | -19.6% |
| 3M | -11.6% | -18.2% | +6.7% | -4.1% |
| 6M | -20.9% | -28.8% | +7.9% | -10.2% |
| YTD | -22.3% | +26.3% | -48.6% | -30.1% |
| 1Y | -32.0% | +18.2% | -50.2% | -37.5% |
| 3Y | +262.4% | +68.1% | +194.3% | +195.5% |
| 5Y | +563.4% | +28.8% | +534.6% | +474.6% |
| All | +1,112.0% | +312.6% | +799.5% | +604.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling