+297.8%
VTI vs ESI
+312.8%
-15.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | -0.9% | -4.6% | +3.7% | +0.6% |
| 30D | -1.4% | -10.5% | +9.1% | +2.0% |
| 3M | +3.6% | -19.8% | +23.4% | +10.2% |
| 6M | +13.6% | +5.8% | +7.8% | +8.8% |
| YTD | +12.9% | +38.3% | -25.4% | -2.1% |
| 1Y | +17.2% | +31.5% | -14.3% | +2.9% |
| 3Y | +75.7% | +80.7% | -5.0% | +34.7% |
| 5Y | +75.4% | +69.4% | +6.0% | +35.0% |
| All | +297.8% | +312.8% | -15.0% | +122.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling