+153.3%
ESE vs VT
+53.2%
+100.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.1% | -1.8% | -1.7% |
| 7D | -7.8% | -4.2% | -3.6% | -3.7% |
| 30D | -15.8% | -5.8% | -10.0% | -10.4% |
| 3M | -31.1% | -5.2% | -25.8% | -27.2% |
| 6M | -33.4% | +0.1% | -33.6% | -33.6% |
| YTD | +15.7% | +8.2% | +7.4% | +6.8% |
| 1Y | +1.6% | +10.1% | -8.5% | -7.8% |
| 3Y | +126.7% | +69.7% | +57.0% | +35.8% |
| 5Y | +153.3% | +53.4% | +100.0% | +64.7% |
| All | +153.3% | +53.2% | +100.1% | +64.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling