+153.7%
ESOA vs VT
+374.2%
-220.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.4% | +4.4% |
| 7D | +2.5% | +0.4% | +2.1% | +2.4% |
| 30D | -23.1% | +1.0% | -24.1% | -23.4% |
| 3M | -23.4% | +2.4% | -25.8% | -23.9% |
| 6M | -20.8% | +12.0% | -32.8% | -23.6% |
| YTD | +44.9% | +15.3% | +29.6% | +38.7% |
| 1Y | +20.7% | +22.6% | -1.9% | +13.5% |
| 3Y | +227.5% | +74.7% | +152.9% | +185.5% |
| 5Y | +573.5% | +66.1% | +507.4% | +489.8% |
| 10Y | +809.9% | +225.0% | +584.9% | +597.8% |
| All | +153.7% | +374.2% | -220.5% | +61.6% |
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 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