-66.8%
ESRT vs VT
+217.6%
-284.4%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -1.8% |
| 7D | +3.2% | -0.1% | +3.3% | +3.1% |
| 30D | +12.5% | -3.1% | +15.6% | +15.9% |
| 3M | +13.2% | -3.5% | +16.7% | +17.2% |
| 6M | -7.4% | +0.5% | -7.9% | -9.1% |
| YTD | -18.4% | +10.8% | -29.2% | -28.2% |
| 1Y | -26.9% | +11.9% | -38.8% | -36.5% |
| 3Y | -35.2% | +73.0% | -108.2% | -65.2% |
| 5Y | -45.2% | +58.6% | -103.8% | -67.4% |
| 10Y | -66.8% | +219.2% | -286.0% | -89.2% |
| All | -66.8% | +217.6% | -284.4% | -89.2% |
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 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