+783.0%
ESQ vs VT
+170.7%
+612.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.5% | +1.6% |
| 7D | +3.4% | -2.3% | +5.7% | +5.4% |
| 30D | +11.6% | -5.0% | +16.6% | +16.6% |
| 3M | -1.5% | -4.9% | +3.4% | +2.8% |
| 6M | +18.8% | -1.5% | +20.4% | +19.7% |
| YTD | +27.2% | +8.5% | +18.7% | +16.8% |
| 1Y | +36.0% | +11.4% | +24.7% | +21.9% |
| 3Y | +180.0% | +70.1% | +109.9% | +67.9% |
| 5Y | +299.8% | +53.7% | +246.1% | +162.0% |
| All | +783.0% | +170.7% | +612.3% | +227.3% |
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