+469.5%
ESE vs VT
+363.9%
+105.6%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.7% | -6.0% | -6.0% |
| 7D | -0.1% | -0.3% | +0.2% | +0.2% |
| 30D | -11.8% | -1.4% | -10.4% | -10.5% |
| 3M | -26.5% | -1.4% | -25.1% | -25.5% |
| 6M | -26.8% | +5.5% | -32.2% | -30.7% |
| YTD | +22.9% | +12.8% | +10.0% | +8.9% |
| 1Y | +9.3% | +15.4% | -6.2% | -5.3% |
| 3Y | +140.8% | +76.9% | +64.0% | +36.8% |
| 5Y | +174.7% | +60.4% | +114.3% | +71.3% |
| 10Y | +475.4% | +232.8% | +242.6% | +78.1% |
| All | +469.5% | +363.9% | +105.6% | +11.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling