+130.6%
VXUS vs ESI
+197.1%
-66.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.1% | -2.3% | +1.6% |
| 7D | +0.8% | -3.5% | +4.2% | +1.5% |
| 30D | -1.9% | -9.3% | +7.4% | +0.1% |
| 3M | -4.4% | -12.8% | +8.4% | -1.8% |
| 6M | -2.0% | -24.6% | +22.6% | +3.5% |
| YTD | +11.1% | +32.7% | -21.6% | +2.1% |
| 1Y | +15.1% | +20.3% | -5.2% | +8.0% |
| 3Y | +70.4% | +80.2% | -9.8% | +43.1% |
| 5Y | +47.2% | +40.0% | +7.2% | +28.9% |
| 10Y | +142.3% | +310.8% | -168.5% | +64.1% |
| All | +130.6% | +197.1% | -66.5% | +65.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling