+151.5%
GE vs VXUS
+145.9%
+5.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.2% |
| 7D | +1.2% | +1.6% | -0.4% | -0.6% |
| 30D | -9.5% | +1.0% | -10.5% | -10.6% |
| 3M | +4.1% | +5.7% | -1.5% | -2.6% |
| 6M | +3.9% | +13.6% | -9.6% | -10.5% |
| YTD | +9.0% | +17.4% | -8.4% | -9.7% |
| 1Y | +21.9% | +25.1% | -3.1% | -6.2% |
| 3Y | +281.8% | +75.8% | +206.0% | +95.1% |
| 5Y | +436.7% | +55.4% | +381.4% | +220.1% |
| 10Y | +151.5% | +146.4% | +5.1% | -3.9% |
| All | +151.5% | +145.9% | +5.6% | -3.9% |
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