+550.6%
ESE vs VT
+374.2%
+176.4%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -17.2% |
| 3M | -6.1% | +2.4% | -8.5% | -8.2% |
| 6M | -2.3% | +12.0% | -14.3% | -12.7% |
| YTD | +40.4% | +15.3% | +25.0% | +21.8% |
| 1Y | +35.0% | +22.6% | +12.4% | +10.1% |
| 3Y | +158.5% | +74.7% | +83.8% | +48.8% |
| 5Y | +222.0% | +66.1% | +155.8% | +93.8% |
| 10Y | +518.8% | +225.0% | +293.8% | +95.9% |
| All | +550.6% | +374.2% | +176.4% | +25.2% |
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