+267.0%
VT vs ESI
+224.6%
+42.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -3.0% | -0.7% |
| 7D | +0.4% | +3.3% | -2.9% | -0.4% |
| 30D | +1.0% | -5.9% | +6.8% | +2.3% |
| 3M | +2.4% | -14.1% | +16.5% | +5.5% |
| 6M | +12.0% | +6.6% | +5.4% | +8.7% |
| YTD | +15.3% | +45.0% | -29.7% | +3.4% |
| 1Y | +22.6% | +41.5% | -18.9% | +10.1% |
| 3Y | +74.7% | +78.8% | -4.1% | +45.9% |
| 5Y | +66.1% | +70.9% | -4.7% | +38.4% |
| 10Y | +225.0% | +317.1% | -92.1% | +116.5% |
| All | +267.0% | +224.6% | +42.4% | +158.7% |
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 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