+73.0%
VEA vs ESI
+80.4%
-7.4%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.2% |
| 7D | +1.8% | +8.3% | -6.5% | -0.2% |
| 30D | -0.9% | -10.4% | +9.5% | +1.5% |
| 3M | -5.0% | -13.2% | +8.1% | -2.2% |
| 6M | 0.0% | -23.9% | +23.9% | +5.7% |
| YTD | +12.2% | +34.2% | -22.0% | +1.5% |
| 1Y | +14.7% | +22.2% | -7.5% | +6.2% |
| All | +73.0% | +80.4% | -7.4% | +36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling