+169.0%
ESE vs VT
+75.0%
+94.0%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -1.1% | +0.4% | -1.5% | -1.5% |
| 30D | -16.4% | +1.0% | -17.3% | -17.3% |
| 3M | -6.1% | +2.4% | -8.5% | -8.6% |
| 6M | -2.3% | +12.0% | -14.3% | -14.2% |
| YTD | +40.4% | +15.3% | +25.0% | +19.3% |
| 1Y | +35.0% | +22.6% | +12.4% | +7.1% |
| All | +169.0% | +75.0% | +94.0% | +43.0% |
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