+770.7%
ESQ vs VT
+181.6%
+589.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.7% | +1.3% | +1.5% |
| 7D | -1.1% | -0.3% | -0.8% | -0.8% |
| 30D | +7.9% | -1.4% | +9.4% | +9.3% |
| 3M | -2.1% | -1.4% | -0.7% | -0.9% |
| 6M | +21.0% | +5.5% | +15.5% | +14.7% |
| YTD | +25.4% | +12.8% | +12.6% | +11.3% |
| 1Y | +35.1% | +15.4% | +19.6% | +17.4% |
| 3Y | +174.2% | +76.9% | +97.3% | +58.9% |
| 5Y | +297.7% | +60.4% | +237.3% | +151.1% |
| All | +770.7% | +181.6% | +589.2% | +212.0% |
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