+170.8%
ESTA vs VT
+140.3%
+30.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +3.7% |
| 7D | +7.3% | -2.3% | +9.6% | +11.2% |
| 30D | +5.0% | -5.0% | +9.9% | +13.5% |
| 3M | -15.2% | -4.9% | -10.3% | -8.5% |
| 6M | -10.1% | -1.5% | -8.5% | -7.8% |
| YTD | -8.0% | +8.5% | -16.5% | -17.8% |
| 1Y | +3.3% | +11.4% | -8.1% | -11.4% |
| 3Y | +97.5% | +70.1% | +27.5% | -0.8% |
| 5Y | -16.3% | +53.7% | -70.0% | -50.7% |
| All | +170.8% | +140.3% | +30.5% | -10.5% |
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