+638.8%
ESP vs VT
+363.9%
+275.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.7% | -4.8% | -3.6% |
| 7D | -9.1% | -0.3% | -8.8% | -9.0% |
| 30D | -18.8% | -1.4% | -17.4% | -18.4% |
| 3M | -16.5% | -1.4% | -15.1% | -16.1% |
| 6M | -25.5% | +5.5% | -30.9% | -26.6% |
| YTD | +9.3% | +12.8% | -3.6% | +5.3% |
| 1Y | +34.9% | +15.4% | +19.5% | +29.2% |
| 3Y | +227.8% | +76.9% | +150.9% | +176.2% |
| 5Y | +278.1% | +60.4% | +217.7% | +225.3% |
| 10Y | +183.2% | +232.8% | -49.6% | +96.3% |
| All | +638.8% | +363.9% | +275.0% | +317.7% |
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 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