+124.2%
VXUS vs ESI
+182.6%
-58.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.3% |
| 7D | -1.8% | -8.5% | +6.8% | +0.2% |
| 30D | -4.6% | -15.7% | +11.1% | -1.0% |
| 3M | -6.1% | -18.2% | +12.2% | -2.1% |
| 6M | -4.9% | -28.8% | +24.0% | +1.8% |
| YTD | +8.1% | +26.3% | -18.2% | +0.5% |
| 1Y | +12.1% | +18.2% | -6.1% | +5.6% |
| 3Y | +63.9% | +68.1% | -4.2% | +39.9% |
| 5Y | +43.1% | +28.8% | +14.4% | +27.6% |
| 10Y | +139.2% | +329.8% | -190.6% | +61.7% |
| All | +124.2% | +182.6% | -58.4% | +63.0% |
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