+10.1%
VT vs ES
+1.7%
+8.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.1% | -6.1% | -4.1% |
| 7D | -4.2% | +5.9% | -10.1% | -4.3% |
| 30D | -5.8% | +10.2% | -16.0% | -6.0% |
| 3M | -5.2% | +0.4% | -5.7% | -5.2% |
| 6M | +0.1% | +6.9% | -6.7% | -0.3% |
| YTD | +8.2% | +10.5% | -2.3% | +7.7% |
| 1Y | +10.1% | +3.2% | +6.9% | +9.9% |
| All | +10.1% | +1.7% | +8.4% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1y: compounded portfolio wealth divided by compounded ES 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…
1y analysis · Full analysis span regression · 6 months rolling