-55.1%
ESRT vs VT
+282.4%
-337.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.0% |
| 3M | -13.1% | +2.4% | -15.5% | -15.8% |
| 6M | -20.3% | +12.0% | -32.3% | -29.6% |
| YTD | -29.4% | +15.3% | -44.8% | -39.6% |
| 1Y | -41.0% | +22.6% | -63.6% | -52.6% |
| 3Y | -45.5% | +74.7% | -120.2% | -69.2% |
| 5Y | -51.1% | +66.1% | -117.2% | -70.9% |
| 10Y | -74.6% | +225.0% | -299.6% | -91.3% |
| All | -55.1% | +282.4% | -337.5% | -86.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling