+80.5%
VTV vs ESI
+66.0%
+14.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.8% | +0.4% |
| 7D | -2.1% | -2.3% | +0.3% | -1.5% |
| 30D | -1.3% | -9.0% | +7.7% | +0.8% |
| 3M | +5.6% | -13.3% | +18.9% | +8.3% |
| 6M | +12.4% | +5.3% | +7.1% | +8.2% |
| YTD | +17.6% | +37.6% | -20.0% | +4.2% |
| 1Y | +23.5% | +33.6% | -10.1% | +9.8% |
| 3Y | +67.0% | +75.8% | -8.7% | +32.3% |
| 5Y | +80.5% | +68.6% | +11.9% | +39.4% |
| All | +80.5% | +66.0% | +14.6% | +39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling