+150.1%
VXUS vs EFX
+38.5%
+111.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.3% |
| 7D | +0.3% | -9.4% | +9.7% | +2.6% |
| 30D | +0.7% | -6.9% | +7.6% | +2.2% |
| 3M | +4.8% | +0.1% | +4.6% | +3.7% |
| 6M | +11.3% | -17.3% | +28.7% | +15.4% |
| YTD | +16.5% | -21.8% | +38.3% | +21.9% |
| 1Y | +24.3% | -32.5% | +56.8% | +34.9% |
| 3Y | +74.5% | -12.3% | +86.8% | +71.0% |
| 5Y | +54.3% | -36.6% | +91.0% | +61.9% |
| 10Y | +150.1% | +41.0% | +109.1% | +103.4% |
| All | +150.1% | +38.5% | +111.6% | +103.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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