+102.6%
VWO vs ESI
+222.6%
-119.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.3% |
| 7D | +0.2% | +3.9% | -3.8% | -0.7% |
| 30D | +0.9% | -3.8% | +4.7% | +1.7% |
| 3M | +4.3% | -13.1% | +17.4% | +7.1% |
| 6M | +10.5% | +11.3% | -0.8% | +6.7% |
| YTD | +13.4% | +44.1% | -30.7% | +2.6% |
| 1Y | +18.6% | +40.3% | -21.8% | +7.6% |
| 3Y | +65.8% | +84.1% | -18.3% | +38.8% |
| 5Y | +35.2% | +75.8% | -40.6% | +12.5% |
| 10Y | +116.6% | +320.7% | -204.1% | +42.4% |
| All | +102.6% | +222.6% | -119.9% | +47.9% |
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