+379.5%
SE vs VXUS
+94.3%
+285.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.8% | +0.1% | -1.4% |
| 7D | +3.3% | +0.8% | +2.5% | +2.2% |
| 30D | -18.2% | -1.9% | -16.3% | -15.7% |
| 3M | -31.3% | -4.4% | -26.9% | -26.5% |
| 6M | -10.1% | -2.0% | -8.1% | -8.7% |
| YTD | -38.9% | +11.1% | -50.0% | -49.0% |
| 1Y | -48.0% | +15.1% | -63.1% | -59.0% |
| 3Y | +78.8% | +70.4% | +8.4% | -25.8% |
| 5Y | -77.1% | +47.2% | -124.3% | -87.0% |
| All | +379.5% | +94.3% | +285.2% | +90.9% |
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