+37.1%
ESN vs VT
+36.0%
+1.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +0.3% |
| 7D | -0.3% | -0.3% | 0.0% | -0.1% |
| 30D | +1.8% | -1.4% | +3.2% | +2.8% |
| 3M | +1.6% | -1.4% | +3.0% | +2.5% |
| 6M | +11.8% | +5.5% | +6.3% | +7.3% |
| YTD | +21.3% | +12.8% | +8.4% | +10.4% |
| 1Y | +24.4% | +15.4% | +9.0% | +11.2% |
| All | +37.1% | +36.0% | +1.1% | +6.0% |
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