+144.5%
VXUS vs ESI
+224.6%
-80.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | -0.2% |
| 7D | +1.0% | +3.3% | -2.3% | +0.2% |
| 30D | +2.2% | -5.9% | +8.1% | +3.5% |
| 3M | +3.0% | -14.1% | +17.1% | +6.0% |
| 6M | +10.7% | +6.6% | +4.1% | +7.8% |
| YTD | +17.8% | +45.0% | -27.2% | +6.5% |
| 1Y | +27.6% | +41.5% | -13.9% | +15.6% |
| 3Y | +73.3% | +78.8% | -5.5% | +46.2% |
| 5Y | +54.3% | +70.9% | -16.6% | +29.6% |
| 10Y | +149.8% | +317.1% | -167.3% | +67.8% |
| All | +144.5% | +224.6% | -80.1% | +72.8% |
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 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