+547.0%
VUG vs ESI
+197.1%
+349.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.1% | -2.4% | +1.4% |
| 7D | +0.5% | -3.5% | +4.0% | +1.4% |
| 30D | -8.2% | -9.3% | +1.1% | -6.0% |
| 3M | -5.4% | -12.8% | +7.3% | -2.5% |
| 6M | -2.5% | -24.6% | +22.1% | +3.5% |
| YTD | +4.2% | +32.7% | -28.5% | -5.6% |
| 1Y | +5.0% | +20.3% | -15.3% | -2.5% |
| 3Y | +81.7% | +80.2% | +1.5% | +49.9% |
| 5Y | +62.5% | +40.0% | +22.6% | +40.9% |
| 10Y | +396.3% | +310.8% | +85.5% | +235.4% |
| All | +547.0% | +197.1% | +349.9% | +365.6% |
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