+222.7%
VT vs ESI
+321.1%
-98.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | +0.1% |
| 7D | +2.9% | +8.3% | -5.4% | +0.3% |
| 30D | -2.5% | -10.4% | +7.9% | +0.5% |
| 3M | -3.3% | -13.2% | +9.8% | +0.2% |
| 6M | +1.5% | -23.9% | +25.4% | +8.6% |
| YTD | +11.4% | +34.2% | -22.8% | -2.3% |
| 1Y | +11.9% | +22.2% | -10.3% | +1.0% |
| 3Y | +73.9% | +79.2% | -5.3% | +34.4% |
| 5Y | +57.9% | +38.1% | +19.8% | +30.1% |
| All | +222.7% | +321.1% | -98.3% | +80.7% |
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