+97.3%
ES vs VEU
+149.9%
-52.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +2.7% | +2.1% | +0.6% | +1.6% |
| 30D | +7.6% | -0.9% | +8.5% | +7.9% |
| 3M | +0.5% | -5.4% | +5.9% | +3.0% |
| 6M | +7.6% | -1.8% | +9.4% | +7.8% |
| YTD | +10.2% | +10.9% | -0.7% | +3.2% |
| 1Y | +1.8% | +13.6% | -11.7% | -5.8% |
| 3Y | +55.4% | +69.3% | -13.9% | +15.2% |
| 5Y | +7.3% | +48.1% | -40.8% | -15.5% |
| All | +97.3% | +149.9% | -52.5% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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