+54.4%
VXUS vs ESTC
-46.4%
+100.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.5% | +5.0% | +0.9% |
| 7D | +1.0% | -8.1% | +9.1% | +1.8% |
| 30D | +2.2% | +31.7% | -29.5% | -1.0% |
| 3M | +3.0% | +41.1% | -38.1% | -1.1% |
| 6M | +10.7% | +77.1% | -66.4% | +3.4% |
| YTD | +17.8% | +21.7% | -3.9% | +14.2% |
| 1Y | +27.6% | +8.4% | +19.2% | +24.8% |
| 3Y | +73.3% | +23.6% | +49.7% | +59.9% |
| All | +54.4% | -46.4% | +100.8% | +46.7% |
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