+69.6%
VXUS vs ESTC
+13.7%
+55.9%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.9% | +0.9% |
| 7D | -0.5% | -2.6% | +2.1% | -0.4% |
| 30D | -1.2% | -8.6% | +7.4% | -0.7% |
| 3M | -3.8% | +14.4% | -18.2% | -4.9% |
| 6M | -1.7% | +73.3% | -75.0% | -5.5% |
| YTD | +11.4% | +15.7% | -4.3% | +9.8% |
| 1Y | +13.3% | -7.6% | +20.9% | +13.4% |
| All | +69.6% | +13.7% | +55.9% | +65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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