+66.6%
VT vs ESI
+72.3%
-5.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -3.0% | -1.0% |
| 7D | +0.4% | +3.3% | -2.9% | -0.6% |
| 30D | +1.0% | -5.9% | +6.8% | +2.8% |
| 3M | +2.4% | -14.1% | +16.5% | +6.3% |
| 6M | +12.0% | +6.6% | +5.4% | +6.9% |
| YTD | +15.3% | +45.0% | -29.7% | -1.9% |
| 1Y | +22.6% | +41.5% | -18.9% | +4.6% |
| 3Y | +74.7% | +78.8% | -4.1% | +31.2% |
| All | +66.6% | +72.3% | -5.7% | +22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling