+379.2%
ESS price history and return analytics
+374.2%
+5.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.9% | +0.4% | -2.4% | -2.3% |
| 30D | -3.3% | +1.0% | -4.2% | -4.1% |
| 3M | -1.2% | +2.4% | -3.6% | -3.9% |
| 6M | +10.9% | +12.0% | -1.1% | -1.0% |
| YTD | +9.6% | +15.3% | -5.7% | -4.9% |
| 1Y | +9.5% | +22.6% | -13.0% | -10.4% |
| 3Y | +31.3% | +74.7% | -43.3% | -23.0% |
| 5Y | -0.5% | +66.1% | -66.6% | -39.4% |
| 10Y | +72.0% | +225.0% | -153.0% | -45.4% |
| All | +379.2% | +374.2% | +5.0% | +10.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling