+159.3%
ESE vs VT
+53.4%
+105.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.8% |
| 7D | -3.1% | -2.3% | -0.7% | -0.7% |
| 30D | -10.3% | -5.0% | -5.4% | -5.5% |
| 3M | -29.7% | -4.9% | -24.9% | -26.1% |
| 6M | -31.3% | -1.5% | -29.8% | -30.3% |
| YTD | +18.1% | +8.5% | +9.6% | +8.8% |
| 1Y | +5.4% | +11.4% | -6.0% | -5.4% |
| 3Y | +131.5% | +70.1% | +61.4% | +38.3% |
| All | +159.3% | +53.4% | +105.9% | +65.6% |
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