+61.4%
VWO vs ESI
+73.2%
-11.8%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.5% | +3.0% | -0.4% |
| 7D | -1.7% | -2.3% | +0.6% | -1.2% |
| 30D | -0.3% | -9.0% | +8.7% | +1.9% |
| 3M | +4.0% | -13.3% | +17.2% | +7.0% |
| 6M | +8.1% | +5.3% | +2.8% | +5.3% |
| YTD | +11.6% | +37.6% | -26.0% | +1.3% |
| 1Y | +16.2% | +33.6% | -17.4% | +5.9% |
| All | +61.4% | +73.2% | -11.8% | +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