+659.4%
ESE vs VOO
+795.4%
-136.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.6% |
| 7D | -4.9% | -0.6% | -4.3% | -4.3% |
| 30D | -7.5% | -3.6% | -3.9% | -3.7% |
| 3M | -20.7% | -2.7% | -18.0% | -18.3% |
| 6M | -21.3% | +2.2% | -23.6% | -23.1% |
| YTD | +22.2% | +10.9% | +11.3% | +9.7% |
| 1Y | +7.9% | +11.3% | -3.4% | -3.5% |
| 3Y | +138.2% | +76.9% | +61.3% | +30.5% |
| 5Y | +168.9% | +73.5% | +95.4% | +49.0% |
| 10Y | +408.4% | +307.7% | +100.7% | +8.7% |
| All | +659.4% | +795.4% | -136.0% | -47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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