+489.9%
ESOA vs VT
+53.4%
+436.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.0% |
| 7D | -8.3% | -2.3% | -6.0% | -6.1% |
| 30D | -17.4% | -5.0% | -12.5% | -12.6% |
| 3M | -44.8% | -4.9% | -39.9% | -41.7% |
| 6M | -51.2% | -1.5% | -49.6% | -50.6% |
| YTD | +6.4% | +8.5% | -2.1% | -3.1% |
| 1Y | -17.9% | +11.4% | -29.3% | -27.3% |
| 3Y | +82.2% | +70.1% | +12.1% | +17.4% |
| All | +489.9% | +53.4% | +436.5% | +328.6% |
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 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