+897.3%
VST vs ESI
+352.7%
+544.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -8.0% | +1.9% | -3.0% |
| 7D | -19.9% | -13.1% | -6.8% | -15.2% |
| 30D | -29.7% | -18.5% | -11.2% | -23.5% |
| 3M | -19.6% | -19.6% | 0.0% | -12.3% |
| 6M | -29.4% | -29.8% | +0.4% | -19.6% |
| YTD | -29.7% | +23.9% | -53.6% | -36.3% |
| 1Y | -40.0% | +15.0% | -55.0% | -44.3% |
| 3Y | +231.0% | +64.3% | +166.6% | +173.0% |
| 5Y | +500.1% | +26.3% | +473.7% | +424.5% |
| 10Y | +1,004.2% | +321.7% | +682.5% | +538.5% |
| All | +897.3% | +352.7% | +544.6% | +469.7% |
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