+675.5%
BE vs VXUS
+91.9%
+583.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.8% | +9.1% | +6.0% |
| 7D | -1.2% | +0.8% | -2.0% | -1.9% |
| 30D | -30.9% | -1.9% | -29.0% | -26.8% |
| 3M | -11.6% | -4.4% | -7.2% | 0.0% |
| 6M | -25.7% | -2.0% | -23.8% | -16.7% |
| YTD | +123.1% | +11.1% | +112.0% | +97.5% |
| 1Y | +43.4% | +15.1% | +28.3% | +20.0% |
| 3Y | +1,683.6% | +70.4% | +1,613.2% | +629.8% |
| 5Y | +465.4% | +47.2% | +418.2% | +229.5% |
| All | +675.5% | +91.9% | +583.6% | +220.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 10y: compounded portfolio wealth divided by compounded VXUS 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…
10y analysis · Full analysis span regression · 6 months rolling