+183.8%
VXUS vs ES
+268.3%
-84.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | +1.0% | +0.3% | +0.7% | +0.9% |
| 30D | +2.2% | -2.0% | +4.2% | +2.8% |
| 3M | +3.0% | +1.7% | +1.3% | +2.2% |
| 6M | +10.7% | -3.5% | +14.2% | +11.4% |
| YTD | +17.8% | +7.9% | +9.9% | +14.4% |
| 1Y | +27.6% | +17.2% | +10.4% | +19.8% |
| 3Y | +73.3% | +29.3% | +44.0% | +54.4% |
| 5Y | +54.3% | -5.7% | +60.1% | +51.8% |
| 10Y | +149.8% | +85.2% | +64.6% | +75.2% |
| All | +183.8% | +268.3% | -84.5% | +10.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling