+244.4%
VT vs ESI
+177.3%
+67.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -8.0% | +3.9% | -2.1% |
| 7D | -4.2% | -13.1% | +8.9% | -1.0% |
| 30D | -5.8% | -18.5% | +12.7% | -1.3% |
| 3M | -5.2% | -19.6% | +14.3% | -0.7% |
| 6M | +0.1% | -29.8% | +29.9% | +7.7% |
| YTD | +8.2% | +23.9% | -15.6% | +0.3% |
| 1Y | +10.1% | +15.0% | -4.8% | +3.8% |
| 3Y | +69.7% | +64.3% | +5.3% | +44.2% |
| 5Y | +53.4% | +26.3% | +27.0% | +36.5% |
| 10Y | +219.2% | +321.7% | -102.5% | +115.6% |
| All | +244.4% | +177.3% | +67.1% | +151.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling