+152.6%
ESGE vs VT
+234.1%
-81.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +2.8% | +0.4% | +2.4% | +2.4% |
| 30D | +5.3% | +1.0% | +4.3% | +4.3% |
| 3M | +1.0% | +2.4% | -1.4% | -0.9% |
| 6M | +18.1% | +12.0% | +6.1% | +6.8% |
| YTD | +26.7% | +15.3% | +11.3% | +11.6% |
| 1Y | +40.6% | +22.6% | +18.0% | +17.1% |
| 3Y | +89.7% | +74.7% | +15.0% | +12.9% |
| 5Y | +44.9% | +66.1% | -21.3% | -9.8% |
| 10Y | +141.6% | +225.0% | -83.4% | -15.2% |
| All | +152.6% | +234.1% | -81.5% | -12.0% |
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