+48.1%
VXUS vs EFV
+93.3%
-45.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +1.0% | +1.0% |
| 7D | -0.5% | -1.0% | +0.5% | +0.4% |
| 30D | -1.2% | +3.1% | -4.3% | -4.0% |
| 3M | -3.8% | -1.2% | -2.6% | -2.7% |
| 6M | -1.7% | +5.6% | -7.3% | -6.6% |
| YTD | +11.4% | +15.8% | -4.4% | -2.9% |
| 1Y | +13.3% | +20.0% | -6.7% | -4.5% |
| 3Y | +70.0% | +91.0% | -21.0% | -7.4% |
| 5Y | +48.1% | +93.7% | -45.6% | -20.9% |
| All | +48.1% | +93.3% | -45.2% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 5y: compounded portfolio wealth divided by compounded EFV 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…
5y analysis · Full analysis span regression · 6 months rolling