+687.5%
ESLT vs VT
+215.5%
+472.0%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.2% | +4.6% | +4.7% |
| 7D | -12.5% | -2.3% | -10.1% | -11.1% |
| 30D | +2.2% | -5.0% | +7.1% | +5.4% |
| 3M | -20.2% | -4.9% | -15.4% | -17.8% |
| 6M | -17.5% | -1.5% | -16.0% | -16.7% |
| YTD | +18.6% | +8.5% | +10.1% | +12.8% |
| 1Y | +48.1% | +11.4% | +36.7% | +38.5% |
| 3Y | +258.9% | +70.1% | +188.8% | +154.1% |
| 5Y | +353.0% | +53.7% | +299.3% | +240.1% |
| All | +687.5% | +215.5% | +472.0% | +222.3% |
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