+370.8%
ES vs VEU
+168.5%
+202.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -3.0% |
| 7D | +1.9% | -1.6% | +3.5% | +2.6% |
| 30D | +7.1% | -4.3% | +11.4% | +9.2% |
| 3M | -1.9% | -5.8% | +3.9% | +0.7% |
| 6M | +4.4% | -4.4% | +8.7% | +5.9% |
| YTD | +7.3% | +8.7% | -1.3% | +2.0% |
| 1Y | +2.1% | +12.6% | -10.5% | -4.6% |
| 3Y | +41.8% | +65.2% | -23.4% | +9.2% |
| 5Y | +1.4% | +45.5% | -44.1% | -17.7% |
| 10Y | +86.8% | +142.7% | -56.0% | +15.3% |
| All | +370.8% | +168.5% | +202.3% | +147.3% |
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