-36.5%
ESRT vs VT
+69.4%
-105.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.6% | +3.8% |
| 7D | +5.0% | -4.2% | +9.1% | +8.4% |
| 30D | +19.6% | -5.8% | +25.4% | +25.3% |
| 3M | +9.3% | -5.2% | +14.5% | +14.0% |
| 6M | -2.7% | +0.1% | -2.9% | -4.0% |
| YTD | -17.0% | +8.2% | -25.2% | -24.4% |
| 1Y | -25.4% | +10.1% | -35.5% | -33.3% |
| All | -36.5% | +69.4% | -105.8% | -70.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling