+523.7%
ESEA vs VT
+221.4%
+302.3%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -1.9% |
| 7D | -2.8% | +1.0% | -3.8% | -3.6% |
| 30D | -0.9% | -0.2% | -0.7% | -0.7% |
| 3M | +12.9% | +4.5% | +8.3% | +8.7% |
| 6M | +18.0% | +14.1% | +3.9% | +5.8% |
| YTD | +39.9% | +14.8% | +25.1% | +24.9% |
| 1Y | +21.3% | +21.2% | +0.1% | +3.8% |
| 3Y | +299.1% | +76.6% | +222.6% | +149.8% |
| 5Y | +390.0% | +66.6% | +323.4% | +221.6% |
| 10Y | +523.7% | +222.3% | +301.5% | +91.7% |
| All | +523.7% | +221.4% | +302.3% | +91.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling