-32.0%
VST vs ESI
+16.5%
-48.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +1.9% | +8.6% | +9.7% |
| 7D | -9.8% | -8.5% | -1.3% | -5.9% |
| 30D | -25.1% | -15.7% | -9.5% | -19.2% |
| 3M | -11.6% | -18.2% | +6.7% | -3.8% |
| 6M | -20.9% | -28.8% | +7.9% | -10.7% |
| YTD | -22.3% | +26.3% | -48.6% | -27.7% |
| 1Y | -32.0% | +18.2% | -50.2% | -36.0% |
| All | -32.0% | +16.5% | -48.5% | -36.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling