+160.5%
VEA vs ES
+98.2%
+62.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | +2.3% | +2.7% | -0.4% | +1.6% |
| 30D | +0.2% | +7.6% | -7.4% | -1.8% |
| 3M | -5.3% | +0.5% | -5.8% | -5.6% |
| 6M | -0.9% | +7.6% | -8.5% | -3.2% |
| YTD | +12.2% | +10.2% | +2.0% | +8.7% |
| 1Y | +16.1% | +1.8% | +14.3% | +14.5% |
| 3Y | +73.0% | +55.4% | +17.6% | +48.9% |
| 5Y | +53.7% | +7.3% | +46.4% | +46.3% |
| All | +160.5% | +98.2% | +62.2% | +128.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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