+63.7%
IEFA vs ESI
+73.2%
-9.5%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.6% | +0.1% |
| 7D | -2.4% | -2.3% | -0.1% | -1.9% |
| 30D | -2.1% | -9.0% | +6.9% | -0.1% |
| 3M | +5.5% | -13.3% | +18.8% | +8.2% |
| 6M | +8.1% | +5.3% | +2.8% | +4.8% |
| YTD | +11.9% | +37.6% | -25.7% | +0.7% |
| 1Y | +18.1% | +33.6% | -15.5% | +6.7% |
| All | +63.7% | +73.2% | -9.5% | +31.0% |
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