+254.1%
ESP vs VT
+53.2%
+200.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -4.1% | -4.6% | -6.6% |
| 7D | -17.3% | -4.2% | -13.1% | -15.4% |
| 30D | -26.3% | -5.8% | -20.5% | -23.9% |
| 3M | -24.1% | -5.2% | -18.8% | -21.8% |
| 6M | -33.3% | +0.1% | -33.4% | -32.9% |
| YTD | -0.2% | +8.2% | -8.5% | -3.1% |
| 1Y | +26.7% | +10.1% | +16.6% | +22.1% |
| 3Y | +199.3% | +69.7% | +129.6% | +147.9% |
| 5Y | +254.1% | +53.4% | +200.7% | +197.6% |
| All | +254.1% | +53.2% | +200.9% | +197.6% |
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