-19.6%
ESTA vs VT
+53.2%
-72.8%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.1% | +0.3% | +3.7% |
| 7D | -5.8% | -4.2% | -1.7% | +2.0% |
| 30D | -1.3% | -5.8% | +4.5% | +10.4% |
| 3M | -29.4% | -5.2% | -24.2% | -22.0% |
| 6M | -9.3% | +0.1% | -9.4% | -9.6% |
| YTD | -11.6% | +8.2% | -19.8% | -23.5% |
| 1Y | +6.5% | +10.1% | -3.7% | -11.2% |
| 3Y | +82.4% | +69.7% | +12.8% | -25.9% |
| 5Y | -19.6% | +53.4% | -72.9% | -59.4% |
| All | -19.6% | +53.2% | -72.8% | -59.4% |
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