+134.8%
VXUS vs ES
+85.7%
+49.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | +0.8% |
| 7D | -1.8% | +1.9% | -3.6% | -2.2% |
| 30D | -4.6% | +7.1% | -11.6% | -6.2% |
| 3M | -6.1% | -1.9% | -4.1% | -5.8% |
| 6M | -4.9% | +4.4% | -9.2% | -6.3% |
| YTD | +8.1% | +7.3% | +0.7% | +5.6% |
| 1Y | +12.1% | +2.1% | +10.0% | +10.5% |
| 3Y | +63.9% | +41.8% | +22.0% | +45.8% |
| 5Y | +43.1% | +1.4% | +41.7% | +38.5% |
| All | +134.8% | +85.7% | +49.1% | +106.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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