+668.0%
BE vs VXUS
+90.6%
+577.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.9% | -4.9% |
| 7D | +10.8% | +2.1% | +8.7% | +6.8% |
| 30D | -19.8% | -1.1% | -18.7% | -16.3% |
| 3M | -18.7% | -5.6% | -13.1% | -5.5% |
| 6M | -33.7% | -2.3% | -31.5% | -25.0% |
| YTD | +121.0% | +10.4% | +110.6% | +99.0% |
| 1Y | +85.4% | +13.1% | +72.4% | +60.6% |
| 3Y | +1,709.5% | +68.0% | +1,641.5% | +664.4% |
| 5Y | +462.2% | +45.8% | +416.4% | +234.6% |
| All | +668.0% | +90.6% | +577.4% | +222.5% |
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