+482.4%
ESOA vs VT
+53.2%
+429.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.1% | +1.6% | +2.1% |
| 7D | -13.0% | -4.2% | -8.8% | -8.9% |
| 30D | -24.8% | -5.8% | -19.0% | -19.5% |
| 3M | -44.3% | -5.2% | -39.1% | -40.9% |
| 6M | -51.5% | +0.1% | -51.6% | -51.8% |
| YTD | +5.0% | +8.2% | -3.2% | -4.1% |
| 1Y | -20.3% | +10.1% | -30.5% | -28.5% |
| 3Y | +73.9% | +69.7% | +4.2% | +12.4% |
| 5Y | +482.4% | +53.4% | +429.0% | +329.8% |
| All | +482.4% | +53.2% | +429.2% | +329.8% |
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