+146.3%
VXUS vs EL
+60.4%
+85.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.6% |
| 7D | +2.3% | +2.7% | -0.4% | +1.7% |
| 30D | -2.2% | +10.8% | -13.0% | -4.7% |
| 3M | -5.4% | +26.5% | -31.9% | -11.0% |
| 6M | -1.2% | +31.1% | -32.4% | -8.3% |
| YTD | +10.4% | +6.6% | +3.7% | +6.2% |
| 1Y | +11.8% | +21.8% | -10.0% | +3.8% |
| 3Y | +68.4% | +1.8% | +66.6% | +54.4% |
| 5Y | +45.9% | -65.6% | +111.4% | +86.3% |
| All | +146.3% | +60.4% | +85.9% | +96.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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