+168.3%
VXUS vs ES
+270.0%
-101.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.5% |
| 7D | -0.5% | +0.1% | -0.6% | -0.6% |
| 30D | -1.2% | +6.7% | -7.9% | -3.2% |
| 3M | -3.8% | +0.3% | -4.2% | -4.1% |
| 6M | -1.7% | +7.4% | -9.1% | -4.3% |
| YTD | +11.4% | +8.4% | +3.0% | +7.8% |
| 1Y | +13.3% | +0.6% | +12.7% | +11.8% |
| 3Y | +70.0% | +50.6% | +19.4% | +43.7% |
| 5Y | +48.1% | +4.8% | +43.3% | +40.1% |
| 10Y | +147.1% | +93.1% | +54.0% | +69.7% |
| All | +168.3% | +270.0% | -101.6% | +4.3% |
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