+161.1%
VEA vs ES
+92.3%
+68.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.5% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | 0.0% | +6.7% | -6.8% | -1.8% |
| 3M | -3.6% | +0.3% | -3.9% | -3.8% |
| 6M | -0.5% | +7.4% | -7.9% | -2.8% |
| YTD | +13.0% | +8.4% | +4.6% | +9.9% |
| 1Y | +16.3% | +0.6% | +15.6% | +15.0% |
| 3Y | +74.4% | +50.6% | +23.8% | +51.4% |
| 5Y | +55.8% | +4.8% | +51.0% | +49.3% |
| 10Y | +161.1% | +93.1% | +68.0% | +129.9% |
| All | +161.1% | +92.3% | +68.8% | +129.9% |
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