-14.1%
ESTA vs VT
+53.4%
-67.5%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +3.6% |
| 7D | +7.3% | -2.3% | +9.6% | +12.0% |
| 30D | +5.0% | -5.0% | +9.9% | +15.5% |
| 3M | -15.2% | -4.9% | -10.3% | -7.0% |
| 6M | -10.1% | -1.5% | -8.5% | -7.6% |
| YTD | -8.0% | +8.5% | -16.5% | -20.7% |
| 1Y | +3.3% | +11.4% | -8.1% | -15.5% |
| 3Y | +97.5% | +70.1% | +27.5% | -20.2% |
| All | -14.1% | +53.4% | -67.5% | -55.5% |
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 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