+597.0%
SE vs VXUS
+105.3%
+491.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.7% |
| 7D | +0.6% | +1.6% | -1.0% | -1.8% |
| 30D | -0.1% | +1.0% | -1.1% | -1.6% |
| 3M | +34.1% | +5.7% | +28.5% | +22.2% |
| 6M | +23.2% | +13.6% | +9.6% | -0.5% |
| YTD | -11.2% | +17.4% | -28.6% | -31.8% |
| 1Y | -40.5% | +25.1% | -65.6% | -58.8% |
| 3Y | +196.3% | +75.8% | +120.5% | +18.0% |
| 5Y | -67.0% | +55.4% | -122.4% | -82.6% |
| All | +597.0% | +105.3% | +491.7% | +155.6% |
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