+400.7%
ES vs VT
+356.1%
+44.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.8% | -0.8% |
| 7D | +1.9% | -1.6% | +3.5% | +2.7% |
| 30D | +7.0% | -2.5% | +9.5% | +8.4% |
| 3M | -2.9% | -1.3% | -1.6% | -2.4% |
| 6M | -0.6% | +3.1% | -3.7% | -2.7% |
| YTD | +6.1% | +10.9% | -4.9% | -0.5% |
| 1Y | -2.9% | +12.1% | -14.9% | -9.5% |
| 3Y | +43.1% | +73.9% | -30.8% | +3.5% |
| 5Y | +0.1% | +58.0% | -57.8% | -24.4% |
| 10Y | +83.9% | +225.5% | -141.6% | -9.1% |
| All | +400.7% | +356.1% | +44.6% | +78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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