+158.7%
ESP vs VT
+215.5%
-56.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.2% | +0.4% |
| 7D | -13.3% | -2.3% | -11.0% | -12.3% |
| 30D | -24.2% | -5.0% | -19.2% | -22.3% |
| 3M | -24.7% | -4.9% | -19.8% | -22.8% |
| 6M | -33.4% | -1.5% | -31.9% | -32.7% |
| YTD | +0.2% | +8.5% | -8.3% | -2.7% |
| 1Y | +27.7% | +11.4% | +16.3% | +22.6% |
| 3Y | +195.5% | +70.1% | +125.4% | +140.6% |
| 5Y | +255.7% | +53.7% | +202.0% | +199.0% |
| All | +158.7% | +215.5% | -56.8% | +68.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling