+165.8%
VXUS vs EAT
+958.2%
-792.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | 0.0% |
| 7D | +0.5% | -5.9% | +6.4% | +1.4% |
| 30D | -2.5% | +0.7% | -3.2% | -2.9% |
| 3M | -4.6% | -14.2% | +9.6% | -2.9% |
| 6M | -2.6% | +40.7% | -43.4% | -8.6% |
| YTD | +10.4% | +36.0% | -25.6% | +3.5% |
| 1Y | +12.9% | +83.1% | -70.2% | +0.6% |
| 3Y | +68.4% | +474.8% | -406.4% | +19.7% |
| 5Y | +47.7% | +347.6% | -299.9% | +5.4% |
| 10Y | +142.2% | +321.5% | -179.3% | +59.7% |
| All | +165.8% | +958.2% | -792.4% | +11.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling