+60.7%
ESAB vs VT
+60.5%
+0.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.1% | +5.0% | +6.4% |
| 7D | +6.7% | -4.2% | +10.9% | +12.8% |
| 30D | +10.1% | -5.8% | +15.9% | +19.3% |
| 3M | -14.4% | -5.2% | -9.2% | -7.8% |
| 6M | -18.5% | +0.1% | -18.7% | -17.9% |
| YTD | -29.0% | +8.2% | -37.3% | -34.9% |
| 1Y | -29.4% | +10.1% | -39.6% | -36.6% |
| 3Y | +6.4% | +69.7% | -63.3% | -43.9% |
| All | +60.7% | +60.5% | +0.2% | -9.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling