+502.6%
EWT vs VXUS
+148.6%
+354.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -1.2% |
| 7D | -1.1% | -1.9% | +0.8% | +0.9% |
| 30D | +4.8% | -0.7% | +5.5% | +5.6% |
| 3M | +11.1% | +4.9% | +6.2% | +6.5% |
| 6M | +54.6% | +9.7% | +45.0% | +42.6% |
| YTD | +71.4% | +15.0% | +56.4% | +51.0% |
| 1Y | +82.1% | +22.4% | +59.7% | +51.1% |
| 3Y | +193.2% | +72.2% | +121.0% | +76.7% |
| 5Y | +146.1% | +52.6% | +93.5% | +65.8% |
| All | +502.6% | +148.6% | +354.0% | +152.2% |
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