+213.7%
VT vs ESI
+312.6%
-98.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.4% |
| 7D | -2.3% | -8.5% | +6.2% | +0.3% |
| 30D | -5.0% | -15.7% | +10.7% | -0.2% |
| 3M | -4.9% | -18.2% | +13.4% | +0.5% |
| 6M | -1.5% | -28.8% | +27.3% | +7.5% |
| YTD | +8.5% | +26.3% | -17.8% | -3.0% |
| 1Y | +11.4% | +18.2% | -6.9% | +1.5% |
| 3Y | +70.1% | +68.1% | +2.0% | +34.2% |
| 5Y | +53.7% | +28.8% | +25.0% | +29.4% |
| All | +213.7% | +312.6% | -98.9% | +77.8% |
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