+183.8%
VXUS vs ECL
+563.9%
-380.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | +1.0% | -2.6% | +3.6% | +2.2% |
| 30D | +2.2% | -2.2% | +4.4% | +3.1% |
| 3M | +3.0% | +10.1% | -7.1% | -1.9% |
| 6M | +10.7% | -5.7% | +16.4% | +13.1% |
| YTD | +17.8% | +7.0% | +10.9% | +13.5% |
| 1Y | +27.6% | +2.7% | +24.9% | +24.8% |
| 3Y | +73.3% | +57.7% | +15.6% | +36.2% |
| 5Y | +54.3% | +31.1% | +23.2% | +29.5% |
| 10Y | +149.8% | +150.9% | -1.0% | +38.4% |
| All | +183.8% | +563.9% | -380.1% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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