+129.4%
ESML price history and return analytics
+146.9%
-17.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.6% | +0.5% | +0.1% |
| 7D | +1.1% | +0.4% | +0.7% | +0.6% |
| 30D | +3.1% | -2.6% | +5.6% | +6.2% |
| 3M | -1.9% | -3.2% | +1.3% | +1.8% |
| 6M | +4.1% | +0.9% | +3.1% | +2.8% |
| YTD | +19.1% | +11.3% | +7.8% | +4.8% |
| 1Y | +22.3% | +14.0% | +8.3% | +4.8% |
| 3Y | +75.6% | +75.8% | -0.2% | -8.2% |
| 5Y | +35.3% | +57.8% | -22.5% | -19.4% |
| All | +129.4% | +146.9% | -17.5% | -18.5% |
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 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