+126.6%
ESML price history and return analytics
+146.3%
-19.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.2% |
| 7D | +1.8% | +2.4% | -0.5% | -0.9% |
| 30D | +3.7% | -1.5% | +5.3% | +5.5% |
| 3M | -4.4% | -4.1% | -0.3% | +0.3% |
| 6M | +4.3% | +0.6% | +3.8% | +3.5% |
| YTD | +17.6% | +11.0% | +6.6% | +3.9% |
| 1Y | +22.2% | +13.3% | +8.9% | +5.4% |
| 3Y | +71.7% | +73.4% | -1.6% | -8.8% |
| 5Y | +34.7% | +57.4% | -22.7% | -19.4% |
| All | +126.6% | +146.3% | -19.7% | -19.3% |
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