+68.0%
VXUS vs ESI
+79.1%
-11.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | +2.1% | +5.5% | -3.4% | +0.8% |
| 30D | -1.1% | -7.8% | +6.6% | +0.6% |
| 3M | -5.6% | -15.0% | +9.4% | -2.3% |
| 6M | -2.3% | -24.9% | +22.6% | +3.7% |
| YTD | +10.4% | +33.2% | -22.9% | +0.3% |
| 1Y | +13.1% | +24.9% | -11.9% | +4.3% |
| 3Y | +68.0% | +77.8% | -9.7% | +33.8% |
| All | +68.0% | +79.1% | -11.0% | +33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling