+161.1%
VEA vs ESI
+312.8%
-151.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.9% |
| 7D | -1.5% | -4.6% | +3.2% | -0.1% |
| 30D | -0.8% | -10.5% | +9.7% | +2.3% |
| 3M | +2.5% | -19.8% | +22.3% | +8.4% |
| 6M | +11.1% | +5.8% | +5.3% | +7.6% |
| YTD | +17.2% | +38.3% | -21.1% | +4.2% |
| 1Y | +24.5% | +31.5% | -7.0% | +11.9% |
| 3Y | +75.4% | +80.7% | -5.3% | +39.7% |
| 5Y | +61.1% | +69.4% | -8.3% | +28.2% |
| All | +161.1% | +312.8% | -151.7% | +57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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