+11.9%
VT vs ESI
+18.3%
-6.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.2% | -0.3% |
| 7D | -0.1% | -6.6% | +6.5% | +1.1% |
| 30D | -3.1% | -9.8% | +6.8% | -1.3% |
| 3M | -3.5% | -11.9% | +8.4% | -1.5% |
| 6M | +0.5% | -25.1% | +25.6% | +5.1% |
| YTD | +10.8% | +31.9% | -21.1% | +1.4% |
| 1Y | +11.9% | +19.2% | -7.3% | +4.9% |
| All | +11.9% | +18.3% | -6.4% | +4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling