+359.2%
VT vs ES
+397.3%
-38.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.8% | +0.3% |
| 7D | -1.6% | +1.9% | -3.5% | -2.4% |
| 30D | -2.5% | +7.0% | -9.5% | -5.4% |
| 3M | -1.3% | -2.9% | +1.6% | -0.3% |
| 6M | +3.1% | -0.6% | +3.7% | +2.6% |
| YTD | +10.9% | +6.1% | +4.9% | +6.9% |
| 1Y | +12.1% | -2.9% | +14.9% | +11.5% |
| 3Y | +73.9% | +43.1% | +30.8% | +40.3% |
| 5Y | +58.0% | +0.1% | +57.8% | +48.5% |
| 10Y | +225.5% | +83.9% | +141.6% | +99.2% |
| All | +359.2% | +397.3% | -38.1% | +20.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling