+167.6%
VXUS vs EIX
+194.9%
-27.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.3% | +1.5% | +2.5% |
| 7D | +0.8% | +0.7% | 0.0% | +0.6% |
| 30D | -1.9% | +8.8% | -10.6% | -4.0% |
| 3M | -4.4% | -10.9% | +6.5% | -2.9% |
| 6M | -2.0% | -10.3% | +8.3% | -1.1% |
| YTD | +11.1% | +5.8% | +5.3% | +6.7% |
| 1Y | +15.1% | +11.4% | +3.7% | +8.8% |
| 3Y | +70.4% | +11.1% | +59.4% | +57.3% |
| 5Y | +47.2% | +18.5% | +28.7% | +31.3% |
| 10Y | +142.3% | +32.2% | +110.0% | +95.3% |
| All | +167.6% | +194.9% | -27.3% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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