-25.5%
ESP vs VT
+5.0%
-30.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.7% | -4.8% | -4.9% |
| 7D | -9.1% | -0.3% | -8.8% | -8.7% |
| 30D | -18.8% | -1.4% | -17.4% | -17.4% |
| 3M | -16.5% | -1.4% | -15.1% | -15.1% |
| 6M | -25.5% | +5.5% | -30.9% | -28.0% |
| All | -25.5% | +5.0% | -30.4% | -28.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling