+32.1%
ESCA vs VT
+53.4%
-21.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.8% |
| 7D | +4.6% | -2.3% | +6.9% | +6.7% |
| 30D | +9.7% | -5.0% | +14.7% | +14.6% |
| 3M | -6.6% | -4.9% | -1.7% | -2.6% |
| 6M | +0.8% | -1.5% | +2.4% | +1.9% |
| YTD | +58.2% | +8.5% | +49.8% | +46.2% |
| 1Y | +85.0% | +11.4% | +73.6% | +66.9% |
| 3Y | +27.1% | +70.1% | -43.0% | -18.7% |
| All | +32.1% | +53.4% | -21.3% | -0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling