+140.9%
ESE vs VT
+76.6%
+64.4%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.7% | -6.0% | -6.2% |
| 7D | -0.1% | -0.3% | +0.2% | +0.2% |
| 30D | -11.8% | -1.4% | -10.4% | -10.3% |
| 3M | -26.5% | -1.4% | -25.1% | -25.4% |
| 6M | -26.8% | +5.5% | -32.2% | -31.3% |
| YTD | +22.9% | +12.8% | +10.0% | +6.8% |
| 1Y | +9.3% | +15.4% | -6.2% | -7.5% |
| All | +140.9% | +76.6% | +64.4% | +18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling