+46.1%
VXUS vs EFX
-30.1%
+76.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | +2.1% | -0.8% | +2.9% | +2.3% |
| 30D | -1.1% | +25.1% | -26.2% | -5.8% |
| 3M | -5.6% | +1.7% | -7.3% | -6.4% |
| 6M | -2.3% | +18.4% | -20.6% | -7.0% |
| YTD | +10.4% | -12.5% | +22.9% | +12.1% |
| 1Y | +13.1% | -8.1% | +21.1% | +13.3% |
| 3Y | +68.0% | +4.8% | +63.2% | +56.2% |
| All | +46.1% | -30.1% | +76.3% | +47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling