+43.6%
EWZ vs VXUS
+135.4%
-91.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.5% | +0.5% |
| 7D | -1.5% | -1.8% | +0.3% | +0.7% |
| 30D | -24.5% | -4.6% | -20.0% | -20.0% |
| 3M | -10.7% | -6.1% | -4.6% | -3.5% |
| 6M | -19.1% | -4.9% | -14.2% | -14.5% |
| YTD | +1.6% | +8.1% | -6.4% | -9.5% |
| 1Y | +4.3% | +12.1% | -7.8% | -11.6% |
| 3Y | +19.0% | +63.9% | -44.9% | -40.7% |
| 5Y | +57.7% | +43.1% | +14.5% | -4.9% |
| All | +43.6% | +135.4% | -91.8% | -64.8% |
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