+146.4%
VXUS vs ESI
+307.6%
-161.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -0.9% | -0.5% |
| 7D | +1.6% | +5.4% | -3.8% | +0.1% |
| 30D | +1.0% | -4.2% | +5.2% | +2.1% |
| 3M | +5.7% | -9.6% | +15.3% | +7.9% |
| 6M | +13.6% | +18.3% | -4.7% | +6.5% |
| YTD | +17.4% | +45.8% | -28.4% | +3.1% |
| 1Y | +25.1% | +39.2% | -14.1% | +10.9% |
| 3Y | +75.8% | +86.3% | -10.4% | +39.4% |
| 5Y | +55.4% | +76.2% | -20.8% | +22.7% |
| 10Y | +146.4% | +306.8% | -160.4% | +46.7% |
| All | +146.4% | +307.6% | -161.2% | +46.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling