+145.6%
VEA vs ESI
+198.2%
-52.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | +2.3% | +5.5% | -3.3% | +1.0% |
| 30D | +0.2% | -7.8% | +8.0% | +1.8% |
| 3M | -5.3% | -15.0% | +9.7% | -2.2% |
| 6M | -0.9% | -24.9% | +24.0% | +4.7% |
| YTD | +12.2% | +33.2% | -21.0% | +3.0% |
| 1Y | +16.1% | +24.9% | -8.8% | +8.0% |
| 3Y | +73.0% | +77.8% | -4.8% | +45.7% |
| 5Y | +53.7% | +37.1% | +16.6% | +35.1% |
| 10Y | +159.3% | +320.5% | -161.2% | +76.0% |
| All | +145.6% | +198.2% | -52.6% | +75.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling