+198.2%
ESI vs VEU
+133.3%
+64.9%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.7% | -0.6% |
| 7D | +5.5% | +2.1% | +3.4% | +2.7% |
| 30D | -7.8% | -0.9% | -6.8% | -6.3% |
| 3M | -15.0% | -5.4% | -9.6% | -7.7% |
| 6M | -24.9% | -1.8% | -23.1% | -21.9% |
| YTD | +33.2% | +10.9% | +22.3% | +18.0% |
| 1Y | +24.9% | +13.6% | +11.4% | +7.4% |
| 3Y | +77.8% | +69.3% | +8.5% | -10.1% |
| 5Y | +37.1% | +48.1% | -11.0% | -15.7% |
| 10Y | +320.5% | +148.0% | +172.5% | +25.4% |
| All | +198.2% | +133.3% | +64.9% | -6.6% |
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