+297.3%
ESI vs VEU
+155.0%
+142.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | -0.9% |
| 7D | -4.6% | -1.4% | -3.2% | -2.8% |
| 30D | -10.5% | -0.4% | -10.1% | -9.9% |
| 3M | -19.8% | +2.5% | -22.3% | -22.0% |
| 6M | +5.8% | +11.1% | -5.3% | -6.9% |
| YTD | +38.3% | +16.5% | +21.8% | +14.7% |
| 1Y | +31.5% | +22.9% | +8.6% | +2.2% |
| 3Y | +80.7% | +73.4% | +7.3% | -9.4% |
| 5Y | +69.4% | +56.1% | +13.3% | -1.7% |
| All | +297.3% | +155.0% | +142.3% | +24.0% |
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