+115.9%
ESI vs VTEB
+26.0%
+89.9%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | +3.9% | -0.7% | +4.6% | +4.2% |
| 30D | -3.8% | -2.1% | -1.7% | -2.9% |
| 3M | -13.1% | -2.7% | -10.5% | -12.1% |
| 6M | +11.3% | -2.1% | +13.4% | +12.4% |
| YTD | +44.1% | -1.1% | +45.2% | +45.0% |
| 1Y | +40.3% | +1.3% | +39.0% | +40.1% |
| 3Y | +84.1% | +9.0% | +75.1% | +79.8% |
| 5Y | +75.8% | +1.5% | +74.3% | +71.3% |
| 10Y | +320.7% | +18.5% | +302.2% | +424.9% |
| All | +115.9% | +26.0% | +89.9% | +272.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling