+165.8%
VXUS vs EFX
+520.2%
-354.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | +2.1% | -0.8% | +2.9% | +2.4% |
| 30D | -1.1% | +25.1% | -26.2% | -8.2% |
| 3M | -5.6% | +1.7% | -7.3% | -6.9% |
| 6M | -2.3% | +18.4% | -20.6% | -9.2% |
| YTD | +10.4% | -12.5% | +22.9% | +11.9% |
| 1Y | +13.1% | -8.1% | +21.1% | +12.6% |
| 3Y | +68.0% | +4.8% | +63.2% | +53.0% |
| 5Y | +45.8% | -30.1% | +75.9% | +50.0% |
| 10Y | +144.7% | +81.5% | +63.2% | +53.3% |
| All | +165.8% | +520.2% | -354.4% | -32.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling