+38.0%
ESI vs VEU
+47.6%
-9.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.7% | -0.6% |
| 7D | +5.5% | +2.1% | +3.4% | +2.6% |
| 30D | -7.8% | -0.9% | -6.8% | -6.2% |
| 3M | -15.0% | -5.4% | -9.6% | -7.5% |
| 6M | -24.9% | -1.8% | -23.1% | -21.8% |
| YTD | +33.2% | +10.9% | +22.3% | +17.8% |
| 1Y | +24.9% | +13.6% | +11.4% | +7.2% |
| 3Y | +77.8% | +69.3% | +8.5% | -10.2% |
| All | +38.0% | +47.6% | -9.5% | -16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling