+292.9%
ESQ vs VT
+53.2%
+239.7%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | +2.3% |
| 7D | -0.6% | -4.2% | +3.6% | +2.1% |
| 30D | +9.0% | -5.8% | +14.8% | +13.3% |
| 3M | -3.9% | -5.2% | +1.4% | -0.5% |
| 6M | +17.6% | +0.1% | +17.5% | +16.9% |
| YTD | +25.0% | +8.2% | +16.8% | +17.5% |
| 1Y | +32.0% | +10.1% | +21.9% | +22.6% |
| 3Y | +173.2% | +69.7% | +103.5% | +90.0% |
| 5Y | +292.9% | +53.4% | +239.5% | +169.2% |
| All | +292.9% | +53.2% | +239.7% | +169.2% |
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