+552.9%
VUG vs ESI
+207.0%
+346.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.0% | -2.3% | +0.6% |
| 7D | -1.1% | +1.8% | -2.9% | -1.5% |
| 30D | -7.0% | -6.6% | -0.4% | -5.5% |
| 3M | -3.7% | -9.4% | +5.7% | -1.7% |
| 6M | -1.6% | -24.1% | +22.5% | +4.3% |
| YTD | +5.1% | +37.1% | -32.0% | -5.5% |
| 1Y | +3.8% | +24.5% | -20.8% | -4.6% |
| 3Y | +79.9% | +83.2% | -3.3% | +47.6% |
| 5Y | +66.4% | +44.0% | +22.4% | +43.2% |
| 10Y | +405.3% | +332.8% | +72.4% | +237.8% |
| All | +552.9% | +207.0% | +346.0% | +365.9% |
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 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