+146.4%
VXUS vs EAT
+373.3%
-226.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | +0.1% |
| 7D | +1.6% | -4.9% | +6.5% | +2.2% |
| 30D | +1.0% | -1.2% | +2.2% | +1.0% |
| 3M | +5.7% | +52.2% | -46.6% | -0.5% |
| 6M | +13.6% | +65.0% | -51.5% | +5.3% |
| YTD | +17.4% | +55.0% | -37.6% | +9.5% |
| 1Y | +25.1% | +42.1% | -17.0% | +17.6% |
| 3Y | +75.8% | +614.7% | -538.9% | +27.8% |
| 5Y | +55.4% | +322.7% | -267.4% | +17.6% |
| 10Y | +146.4% | +382.0% | -235.6% | +65.0% |
| All | +146.4% | +373.3% | -226.9% | +65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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