+143.9%
IEFA vs ESI
+226.4%
-82.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.1% | -0.7% |
| 7D | +1.2% | +5.4% | -4.2% | 0.0% |
| 30D | -0.6% | -4.2% | +3.6% | +0.3% |
| 3M | +6.2% | -9.6% | +15.8% | +7.9% |
| 6M | +11.2% | +18.3% | -7.1% | +5.6% |
| YTD | +14.2% | +45.8% | -31.7% | +3.0% |
| 1Y | +20.0% | +39.2% | -19.1% | +9.0% |
| 3Y | +68.8% | +86.3% | -17.5% | +41.1% |
| 5Y | +52.7% | +76.2% | -23.6% | +27.5% |
| 10Y | +144.2% | +306.8% | -162.5% | +66.1% |
| All | +143.9% | +226.4% | -82.6% | +72.7% |
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