+224.6%
VT vs ESI
+323.9%
-99.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.0% | -2.8% | -0.1% |
| 7D | -0.7% | +1.8% | -2.5% | -1.3% |
| 30D | -1.7% | -6.6% | +4.8% | 0.0% |
| 3M | -2.3% | -9.4% | +7.1% | -0.1% |
| 6M | +1.5% | -24.1% | +25.6% | +8.7% |
| YTD | +12.0% | +37.1% | -25.1% | -2.4% |
| 1Y | +12.9% | +24.5% | -11.7% | +1.3% |
| 3Y | +74.9% | +83.2% | -8.2% | +34.3% |
| 5Y | +59.9% | +44.0% | +16.0% | +30.1% |
| 10Y | +224.6% | +332.8% | -108.2% | +79.7% |
| All | +224.6% | +323.9% | -99.3% | +79.7% |
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 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