+224.6%
ESI vs VEU
+148.6%
+76.0%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.4% | +2.2% |
| 7D | +3.3% | +1.1% | +2.2% | +1.8% |
| 30D | -5.9% | +2.2% | -8.0% | -8.6% |
| 3M | -14.1% | +3.0% | -17.1% | -16.8% |
| 6M | +6.6% | +10.9% | -4.3% | -6.3% |
| YTD | +45.0% | +18.2% | +26.8% | +17.0% |
| 1Y | +41.5% | +28.3% | +13.2% | +2.7% |
| 3Y | +78.8% | +74.6% | +4.1% | -13.9% |
| 5Y | +70.9% | +56.4% | +14.5% | -3.2% |
| 10Y | +317.1% | +153.0% | +164.1% | +21.3% |
| All | +224.6% | +148.6% | +76.0% | -7.3% |
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