+131.8%
ESML vs VT
+155.8%
-24.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | +0.1% | +0.1% |
| 7D | +0.1% | +0.4% | -0.4% | -0.4% |
| 30D | -0.5% | +1.0% | -1.5% | -1.6% |
| 3M | +2.7% | +2.4% | +0.4% | -0.1% |
| 6M | +11.9% | +12.0% | -0.1% | -2.1% |
| YTD | +20.3% | +15.3% | +5.0% | +1.8% |
| 1Y | +24.6% | +22.6% | +2.0% | -1.7% |
| 3Y | +57.3% | +74.7% | -17.4% | -17.0% |
| 5Y | +44.4% | +66.1% | -21.8% | -18.8% |
| All | +131.8% | +155.8% | -24.0% | -20.9% |
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