+53.4%
VT vs ESI
+24.6%
+28.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -8.0% | +3.9% | -1.6% |
| 7D | -4.2% | -13.1% | +8.9% | 0.0% |
| 30D | -5.8% | -18.5% | +12.7% | +0.1% |
| 3M | -5.2% | -19.6% | +14.3% | +0.7% |
| 6M | +0.1% | -29.8% | +29.9% | +10.0% |
| YTD | +8.2% | +23.9% | -15.6% | -4.2% |
| 1Y | +10.1% | +15.0% | -4.8% | -0.1% |
| 3Y | +69.7% | +64.3% | +5.3% | +28.0% |
| 5Y | +53.4% | +26.3% | +27.0% | +22.7% |
| All | +53.4% | +24.6% | +28.8% | +22.7% |
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 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