+112.5%
VXUS vs ESTC
+31.2%
+81.4%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.5% | +5.0% | +1.0% |
| 7D | +1.0% | -8.1% | +9.1% | +2.0% |
| 30D | +2.2% | +31.7% | -29.5% | -1.7% |
| 3M | +3.0% | +41.1% | -38.1% | -2.0% |
| 6M | +10.7% | +77.1% | -66.4% | +1.8% |
| YTD | +17.8% | +21.7% | -3.9% | +13.2% |
| 1Y | +27.6% | +8.4% | +19.2% | +23.9% |
| 3Y | +73.3% | +23.6% | +49.7% | +57.4% |
| 5Y | +54.3% | -46.5% | +100.8% | +51.5% |
| All | +112.5% | +31.2% | +81.4% | +59.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling