+113.0%
VWO vs ESI
+312.8%
-199.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.5% |
| 7D | -1.8% | -4.6% | +2.9% | -0.5% |
| 30D | -0.1% | -10.5% | +10.4% | +2.9% |
| 3M | +2.2% | -19.8% | +22.0% | +8.0% |
| 6M | +8.8% | +5.8% | +2.9% | +5.5% |
| YTD | +12.4% | +38.3% | -25.9% | +0.6% |
| 1Y | +15.6% | +31.5% | -15.9% | +4.5% |
| 3Y | +62.5% | +80.7% | -18.2% | +30.9% |
| 5Y | +34.3% | +69.4% | -35.2% | +7.6% |
| All | +113.0% | +312.8% | -199.7% | +26.7% |
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 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