+81.2%
EWZ vs VXUS
+146.3%
-65.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -1.4% |
| 7D | +6.5% | +1.0% | +5.5% | +5.1% |
| 30D | +4.8% | +2.2% | +2.7% | +1.8% |
| 3M | +9.9% | +3.0% | +6.9% | +5.1% |
| 6M | +1.9% | +10.7% | -8.7% | -11.6% |
| YTD | +20.3% | +17.8% | +2.5% | -4.1% |
| 1Y | +35.6% | +27.6% | +8.0% | -2.9% |
| 3Y | +43.4% | +73.3% | -29.9% | -33.4% |
| 5Y | +55.9% | +54.3% | +1.6% | -14.3% |
| All | +81.2% | +146.3% | -65.1% | -55.3% |
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