+33.0%
ESCA vs VT
+57.0%
-24.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.4% |
| 7D | +2.1% | +2.4% | -0.3% | 0.0% |
| 30D | +13.2% | -1.5% | +14.7% | +14.7% |
| 3M | +1.8% | -4.1% | +5.9% | +5.5% |
| 6M | +16.3% | +0.6% | +15.8% | +15.3% |
| YTD | +61.5% | +11.0% | +50.5% | +46.3% |
| 1Y | +72.8% | +13.3% | +59.5% | +53.5% |
| 3Y | +25.9% | +73.4% | -47.5% | -20.8% |
| All | +33.0% | +57.0% | -24.0% | -1.7% |
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