+722.2%
ESLT price history and return analytics
+217.6%
+504.5%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +2.8% |
| 7D | -2.2% | -0.1% | -2.0% | -2.0% |
| 30D | +13.0% | -3.1% | +16.1% | +15.3% |
| 3M | -12.4% | -3.5% | -8.9% | -10.5% |
| 6M | -5.1% | +0.5% | -5.6% | -5.3% |
| YTD | +28.6% | +10.8% | +17.8% | +20.8% |
| 1Y | +53.0% | +11.9% | +41.1% | +42.8% |
| 3Y | +298.3% | +73.0% | +225.3% | +179.3% |
| 5Y | +407.4% | +58.6% | +348.8% | +273.4% |
| 10Y | +722.2% | +219.2% | +503.0% | +243.0% |
| All | +722.2% | +217.6% | +504.5% | +243.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling