+143.8%
ESCA vs VT
+222.7%
-78.9%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | +3.4% | +0.4% | +3.0% | +2.9% |
| 30D | -6.5% | +1.0% | -7.5% | -7.5% |
| 3M | +14.9% | +2.4% | +12.5% | +11.9% |
| 6M | +40.0% | +12.0% | +28.0% | +24.5% |
| YTD | +59.0% | +15.3% | +43.7% | +36.9% |
| 1Y | +70.0% | +22.6% | +47.4% | +37.4% |
| 3Y | +55.9% | +74.7% | -18.8% | -11.3% |
| 5Y | +16.4% | +66.1% | -49.7% | -30.2% |
| All | +143.8% | +222.7% | -78.9% | -27.9% |
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 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