+297.5%
VST vs ESI
+77.3%
+220.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +5.1% | +2.2% | +4.4% |
| 7D | -0.5% | -3.5% | +2.9% | +2.0% |
| 30D | -17.1% | -9.3% | -7.8% | -11.9% |
| 3M | -4.6% | -12.8% | +8.2% | +3.0% |
| 6M | -9.1% | -24.6% | +15.5% | +5.0% |
| YTD | -16.6% | +32.7% | -49.4% | -33.9% |
| 1Y | -29.5% | +20.3% | -49.8% | -40.6% |
| 3Y | +297.5% | +80.2% | +217.3% | +189.2% |
| All | +297.5% | +77.3% | +220.2% | +189.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling