-74.7%
ESRT vs VT
+224.5%
-299.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | -1.1% | +0.4% | -1.5% | -1.5% |
| 30D | -7.2% | +1.0% | -8.1% | -8.1% |
| 3M | -13.1% | +2.4% | -15.5% | -16.0% |
| 6M | -20.3% | +12.0% | -32.3% | -30.3% |
| YTD | -29.4% | +15.3% | -44.8% | -40.4% |
| 1Y | -41.0% | +22.6% | -63.6% | -53.4% |
| 3Y | -45.5% | +74.7% | -120.2% | -70.8% |
| 5Y | -51.1% | +66.1% | -117.2% | -72.2% |
| All | -74.7% | +224.5% | -299.1% | -92.3% |
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 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