+26.2%
VTV vs ESI
+44.5%
-18.3%
-6.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.2% | -0.6% |
| 7D | +0.5% | +3.3% | -2.8% | +0.1% |
| 30D | +1.1% | -5.9% | +7.0% | +1.8% |
| 3M | +5.9% | -14.1% | +20.0% | +7.4% |
| 6M | +11.6% | +6.6% | +5.1% | +8.9% |
| YTD | +19.8% | +45.0% | -25.2% | +10.2% |
| 1Y | +26.2% | +41.5% | -15.2% | +16.3% |
| All | +26.2% | +44.5% | -18.3% | +16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling