+800.3%
ESQ vs VT
+177.9%
+622.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.2% | +0.1% |
| 7D | +3.8% | +2.9% | +0.9% | +1.2% |
| 30D | +9.6% | -2.5% | +12.1% | +12.0% |
| 3M | -0.7% | -3.3% | +2.6% | +2.1% |
| 6M | +25.4% | +1.5% | +23.9% | +22.9% |
| YTD | +29.7% | +11.4% | +18.3% | +16.3% |
| 1Y | +33.2% | +11.9% | +21.3% | +18.9% |
| 3Y | +190.4% | +73.9% | +116.5% | +70.8% |
| 5Y | +279.1% | +57.9% | +221.2% | +142.7% |
| All | +800.3% | +177.9% | +622.4% | +226.1% |
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