+68.6%
ESI vs VTEB
+1.2%
+67.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | -0.1% |
| 7D | -4.6% | -0.9% | -3.7% | -3.2% |
| 30D | -10.5% | -2.5% | -8.0% | -6.9% |
| 3M | -19.8% | -3.0% | -16.8% | -15.9% |
| 6M | +5.8% | -2.1% | +7.9% | +9.7% |
| YTD | +38.3% | -1.5% | +39.8% | +42.3% |
| 1Y | +31.5% | +0.2% | +31.4% | +32.5% |
| 3Y | +80.7% | +8.6% | +72.1% | +61.8% |
| All | +68.6% | +1.2% | +67.4% | +54.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling