+41.5%
ESI vs VEU
+28.8%
+12.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.4% | +2.0% |
| 7D | +3.3% | +1.1% | +2.2% | +1.4% |
| 30D | -5.9% | +2.2% | -8.0% | -9.1% |
| 3M | -14.1% | +3.0% | -17.1% | -17.6% |
| 6M | +6.6% | +10.9% | -4.3% | -8.8% |
| YTD | +45.0% | +18.2% | +26.8% | +6.2% |
| 1Y | +41.5% | +28.3% | +13.2% | -14.9% |
| All | +41.5% | +28.8% | +12.6% | -14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling