+1,604.2%
ESLT vs VT
+363.9%
+1,240.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +1.7% | -8.7% | -8.1% |
| 7D | -9.7% | -0.3% | -9.4% | -9.6% |
| 30D | -0.7% | -1.4% | +0.8% | +0.1% |
| 3M | -17.0% | -1.4% | -15.6% | -16.5% |
| 6M | -17.8% | +5.5% | -23.2% | -20.5% |
| YTD | +22.2% | +12.8% | +9.4% | +13.3% |
| 1Y | +49.5% | +15.4% | +34.1% | +36.6% |
| 3Y | +277.4% | +76.9% | +200.6% | +161.3% |
| 5Y | +370.8% | +60.4% | +310.4% | +242.3% |
| 10Y | +718.9% | +232.8% | +486.1% | +271.0% |
| All | +1,604.2% | +363.9% | +1,240.3% | +510.7% |
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 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