+33.6%
ESN vs VT
+30.4%
+3.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.1% | +1.5% | +0.2% |
| 7D | -3.3% | -4.2% | +0.9% | -0.4% |
| 30D | -1.2% | -5.8% | +4.6% | +2.9% |
| 3M | -0.9% | -5.2% | +4.3% | +2.7% |
| 6M | +7.7% | +0.1% | +7.5% | +7.1% |
| YTD | +18.2% | +8.2% | +9.9% | +10.7% |
| 1Y | +20.2% | +10.1% | +10.1% | +11.0% |
| All | +33.6% | +30.4% | +3.1% | +6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling