+646.8%
ESCA vs VT
+345.0%
+301.8%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.1% | +0.6% | -1.2% |
| 7D | +1.2% | -4.2% | +5.4% | +3.8% |
| 30D | +9.3% | -5.8% | +15.1% | +13.1% |
| 3M | -7.9% | -5.2% | -2.7% | -5.1% |
| 6M | +4.2% | +0.1% | +4.1% | +4.1% |
| YTD | +56.6% | +8.2% | +48.4% | +49.4% |
| 1Y | +76.5% | +10.1% | +66.4% | +66.9% |
| 3Y | +34.1% | +69.7% | -35.5% | +0.8% |
| 5Y | +25.0% | +53.4% | -28.4% | -1.1% |
| 10Y | +150.4% | +219.2% | -68.8% | +46.9% |
| All | +646.8% | +345.0% | +301.8% | +314.9% |
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 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