-42.0%
ESRT vs VT
+60.6%
-102.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.7% | +2.6% | +2.6% |
| 7D | +6.0% | -0.3% | +6.3% | +6.4% |
| 30D | +24.6% | -1.4% | +26.0% | +26.3% |
| 3M | +7.6% | -1.4% | +9.0% | +9.1% |
| 6M | -1.2% | +5.5% | -6.6% | -7.4% |
| YTD | -17.4% | +12.8% | -30.3% | -28.5% |
| 1Y | -26.0% | +15.4% | -41.4% | -37.6% |
| 3Y | -38.1% | +76.9% | -115.0% | -68.2% |
| 5Y | -42.0% | +60.4% | -102.4% | -65.7% |
| All | -42.0% | +60.6% | -102.5% | -65.7% |
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