+296.7%
VST vs ESI
+79.1%
+217.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.7% |
| 7D | +6.6% | +5.5% | +1.1% | +3.4% |
| 30D | -12.4% | -7.8% | -4.6% | -7.9% |
| 3M | -9.0% | -15.0% | +6.0% | -0.4% |
| 6M | -6.4% | -24.9% | +18.5% | +8.2% |
| YTD | -17.2% | +33.2% | -50.4% | -34.6% |
| 1Y | -22.0% | +24.9% | -47.0% | -36.1% |
| 3Y | +296.7% | +77.8% | +218.9% | +189.1% |
| All | +296.7% | +79.1% | +217.6% | +189.1% |
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