+122.5%
ESML vs VT
+140.6%
-18.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.4% | +0.4% |
| 7D | -1.4% | -2.3% | +0.9% | +1.3% |
| 30D | +0.8% | -5.0% | +5.7% | +6.8% |
| 3M | -3.8% | -4.9% | +1.0% | +1.8% |
| 6M | +0.7% | -1.5% | +2.2% | +2.3% |
| YTD | +15.5% | +8.5% | +7.0% | +4.8% |
| 1Y | +19.8% | +11.4% | +8.4% | +5.4% |
| 3Y | +66.5% | +70.1% | -3.6% | -9.6% |
| 5Y | +31.2% | +53.7% | -22.6% | -19.4% |
| All | +122.5% | +140.6% | -18.1% | -18.6% |
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