+373.4%
ES vs VEU
+192.1%
+181.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.8% |
| 7D | +0.3% | +1.1% | -0.9% | -0.3% |
| 30D | -2.0% | +2.2% | -4.1% | -3.0% |
| 3M | +1.7% | +3.0% | -1.3% | -0.2% |
| 6M | -3.5% | +10.9% | -14.4% | -8.8% |
| YTD | +7.9% | +18.2% | -10.3% | -1.3% |
| 1Y | +17.2% | +28.3% | -11.1% | +2.9% |
| 3Y | +29.3% | +74.6% | -45.3% | -2.8% |
| 5Y | -5.7% | +56.4% | -62.1% | -26.0% |
| 10Y | +85.2% | +153.0% | -67.8% | +12.3% |
| All | +373.4% | +192.1% | +181.3% | +139.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling