+176.8%
ESTA vs VT
+146.6%
+30.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.6% | -0.4% | -1.6% |
| 7D | +12.2% | +0.4% | +11.8% | +11.7% |
| 30D | +11.1% | -2.6% | +13.7% | +15.8% |
| 3M | -11.5% | -3.2% | -8.3% | -6.9% |
| 6M | -4.5% | +0.9% | -5.5% | -5.7% |
| YTD | -6.0% | +11.3% | -17.3% | -19.1% |
| 1Y | +5.4% | +14.0% | -8.6% | -12.6% |
| 3Y | +200.8% | +75.8% | +124.9% | +43.7% |
| 5Y | -5.0% | +57.8% | -62.8% | -46.1% |
| All | +176.8% | +146.6% | +30.3% | -11.9% |
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