+221.8%
VT vs ESI
+318.1%
-96.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | +2.4% | +5.5% | -3.2% | +0.6% |
| 30D | -1.5% | -7.8% | +6.2% | +0.6% |
| 3M | -4.1% | -15.0% | +10.9% | +0.1% |
| 6M | +0.6% | -24.9% | +25.5% | +8.0% |
| YTD | +11.0% | +33.2% | -22.2% | -2.4% |
| 1Y | +13.3% | +24.9% | -11.6% | +1.5% |
| 3Y | +73.4% | +77.8% | -4.4% | +34.4% |
| 5Y | +57.4% | +37.1% | +20.3% | +30.0% |
| All | +221.8% | +318.1% | -96.2% | +80.5% |
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