+297.3%
ESI vs VTEB
+17.9%
+279.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.3% |
| 7D | -4.6% | -0.9% | -3.7% | -4.1% |
| 30D | -10.5% | -2.5% | -8.0% | -9.1% |
| 3M | -19.8% | -3.0% | -16.8% | -18.3% |
| 6M | +5.8% | -2.1% | +7.9% | +7.4% |
| YTD | +38.3% | -1.5% | +39.8% | +39.9% |
| 1Y | +31.5% | +0.2% | +31.4% | +31.9% |
| 3Y | +80.7% | +8.6% | +72.1% | +74.1% |
| 5Y | +69.4% | +1.2% | +68.2% | +65.6% |
| All | +297.3% | +17.9% | +279.4% | +382.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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