-17.8%
ESLT vs VT
+5.0%
-22.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +1.7% | -8.7% | -8.2% |
| 7D | -9.7% | -0.3% | -9.4% | -9.4% |
| 30D | -0.7% | -1.4% | +0.8% | +0.5% |
| 3M | -17.0% | -1.4% | -15.6% | -16.2% |
| 6M | -17.8% | +5.5% | -23.2% | -24.7% |
| All | -17.8% | +5.0% | -22.7% | -24.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling