-82.2%
ESEA vs VT
+374.2%
-456.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.7% | -0.8% |
| 7D | -0.4% | +0.4% | -0.8% | -0.8% |
| 30D | +1.0% | +1.0% | +0.1% | +0.2% |
| 3M | +17.1% | +2.4% | +14.7% | +14.5% |
| 6M | +14.2% | +12.0% | +2.2% | +3.4% |
| YTD | +43.2% | +15.3% | +27.8% | +26.4% |
| 1Y | +29.4% | +22.6% | +6.8% | +8.5% |
| 3Y | +297.5% | +74.7% | +222.9% | +141.9% |
| 5Y | +433.5% | +66.1% | +367.3% | +240.3% |
| 10Y | +749.9% | +225.0% | +524.9% | +193.8% |
| All | -82.2% | +374.2% | -456.4% | -96.4% |
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