+147.1%
VXUS vs ED
+141.1%
+6.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +1.0% |
| 7D | -0.5% | -0.9% | +0.4% | -0.4% |
| 30D | -1.2% | +11.2% | -12.4% | -3.2% |
| 3M | -3.8% | +11.8% | -15.6% | -5.9% |
| 6M | -1.7% | +14.1% | -15.8% | -4.4% |
| YTD | +11.4% | +23.0% | -11.5% | +6.5% |
| 1Y | +13.3% | +23.7% | -10.3% | +8.1% |
| 3Y | +70.0% | +47.7% | +22.2% | +53.8% |
| 5Y | +48.1% | +82.6% | -34.5% | +26.5% |
| 10Y | +147.1% | +141.8% | +5.3% | +101.6% |
| All | +147.1% | +141.1% | +6.0% | +101.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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