+658.2%
ESCA vs VT
+374.2%
+284.0%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | +3.4% | +0.4% | +3.0% | +3.2% |
| 30D | -6.5% | +1.0% | -7.5% | -7.1% |
| 3M | +14.9% | +2.4% | +12.5% | +13.3% |
| 6M | +40.0% | +12.0% | +28.0% | +31.2% |
| YTD | +59.0% | +15.3% | +43.7% | +46.4% |
| 1Y | +70.0% | +22.6% | +47.4% | +51.2% |
| 3Y | +55.9% | +74.7% | -18.8% | +15.0% |
| 5Y | +16.4% | +66.1% | -49.7% | -11.8% |
| 10Y | +152.5% | +225.0% | -72.5% | +44.9% |
| All | +658.2% | +374.2% | +284.0% | +306.5% |
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