+76.9%
VT vs ES
+47.6%
+29.3%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.4% | +1.5% |
| 7D | -0.3% | +5.3% | -5.6% | -0.9% |
| 30D | -1.4% | +8.9% | -10.4% | -2.4% |
| 3M | -1.4% | -1.9% | +0.5% | -1.2% |
| 6M | +5.5% | +3.9% | +1.6% | +4.8% |
| YTD | +12.8% | +8.3% | +4.6% | +11.3% |
| 1Y | +15.4% | -0.1% | +15.6% | +14.9% |
| All | +76.9% | +47.6% | +29.3% | +63.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling