+404.0%
VTI vs ESI
+198.2%
+205.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | +2.5% | +5.5% | -3.0% | +1.1% |
| 30D | -1.5% | -7.8% | +6.2% | +0.2% |
| 3M | -3.2% | -15.0% | +11.8% | +0.2% |
| 6M | +2.3% | -24.9% | +27.2% | +8.3% |
| YTD | +11.6% | +33.2% | -21.6% | +1.1% |
| 1Y | +13.8% | +24.9% | -11.2% | +4.5% |
| 3Y | +77.4% | +77.8% | -0.3% | +46.8% |
| 5Y | +64.6% | +37.1% | +27.4% | +42.9% |
| 10Y | +290.6% | +320.5% | -29.9% | +160.7% |
| All | +404.0% | +198.2% | +205.8% | +261.5% |
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