+87.9%
VUG vs ESI
+82.9%
+5.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -0.9% | -0.5% |
| 7D | +0.9% | +5.4% | -4.5% | -0.7% |
| 30D | -1.4% | -4.2% | +2.8% | -0.3% |
| 3M | +2.3% | -9.6% | +11.9% | +4.3% |
| 6M | +15.7% | +18.3% | -2.6% | +6.6% |
| YTD | +8.6% | +45.8% | -37.2% | -8.0% |
| 1Y | +14.1% | +39.2% | -25.1% | -2.2% |
| 3Y | +87.9% | +86.3% | +1.6% | +42.9% |
| All | +87.9% | +82.9% | +5.0% | +42.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling