-44.5%
ESRT vs VT
+53.2%
-97.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.6% | +4.6% |
| 7D | +5.0% | -4.2% | +9.1% | +9.3% |
| 30D | +19.6% | -5.8% | +25.4% | +26.6% |
| 3M | +9.3% | -5.2% | +14.5% | +15.1% |
| 6M | -2.7% | +0.1% | -2.9% | -4.2% |
| YTD | -17.0% | +8.2% | -25.2% | -25.2% |
| 1Y | -25.4% | +10.1% | -35.5% | -34.1% |
| 3Y | -37.8% | +69.7% | -107.4% | -66.7% |
| 5Y | -44.5% | +53.4% | -97.9% | -66.0% |
| All | -44.5% | +53.2% | -97.7% | -66.0% |
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 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