+158.0%
VEA vs ES
+396.0%
-238.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -0.9% | -0.8% |
| 7D | 0.0% | +0.9% | -0.9% | -0.4% |
| 30D | -1.4% | +5.9% | -7.3% | -4.0% |
| 3M | -4.1% | -1.0% | -3.1% | -4.0% |
| 6M | -1.3% | +7.2% | -8.5% | -4.9% |
| YTD | +12.1% | +7.0% | +5.1% | +7.6% |
| 1Y | +16.1% | +0.5% | +15.6% | +13.9% |
| 3Y | +73.0% | +48.7% | +24.4% | +37.9% |
| 5Y | +55.1% | +1.9% | +53.2% | +44.7% |
| 10Y | +156.9% | +89.2% | +67.8% | +53.5% |
| All | +158.0% | +396.0% | -238.0% | -32.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling