+160.2%
VXUS vs ED
+324.3%
-164.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.7% |
| 7D | -1.8% | +1.6% | -3.4% | -2.2% |
| 30D | -4.6% | +13.3% | -17.9% | -7.5% |
| 3M | -6.1% | +9.7% | -15.8% | -8.3% |
| 6M | -4.9% | +12.8% | -17.7% | -8.0% |
| YTD | +8.1% | +22.3% | -14.3% | +2.1% |
| 1Y | +12.1% | +26.3% | -14.2% | +4.9% |
| 3Y | +63.9% | +45.0% | +18.8% | +45.6% |
| 5Y | +43.1% | +80.2% | -37.1% | +18.2% |
| 10Y | +139.2% | +129.9% | +9.4% | +74.5% |
| All | +160.2% | +324.3% | -164.1% | +14.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling