+352.7%
ESQ vs VT
+66.2%
+286.5%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +5.9% | +0.4% | +5.4% | +5.6% |
| 30D | -9.9% | +1.0% | -10.9% | -10.4% |
| 3M | +9.7% | +2.4% | +7.3% | +7.8% |
| 6M | +16.2% | +12.0% | +4.2% | +7.1% |
| YTD | +17.2% | +15.3% | +1.8% | +5.8% |
| 1Y | +23.7% | +22.6% | +1.1% | +7.1% |
| 3Y | +157.2% | +74.7% | +82.5% | +76.1% |
| All | +352.7% | +66.2% | +286.5% | +205.3% |
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 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