+46.1%
VXUS vs ESTC
-52.1%
+98.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | +2.1% | +2.4% | -0.3% | +1.9% |
| 30D | -1.1% | -4.2% | +3.1% | -0.8% |
| 3M | -5.6% | +2.5% | -8.1% | -6.3% |
| 6M | -2.3% | +81.5% | -83.7% | -8.8% |
| YTD | +10.4% | +16.8% | -6.5% | +7.2% |
| 1Y | +13.1% | -3.5% | +16.5% | +12.0% |
| 3Y | +68.0% | +17.7% | +50.3% | +56.0% |
| All | +46.1% | -52.1% | +98.2% | +34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling