+146.4%
VXUS vs EL
+31.4%
+115.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.1% |
| 7D | +1.6% | +1.7% | -0.1% | +1.2% |
| 30D | +1.0% | +15.5% | -14.5% | -2.7% |
| 3M | +5.7% | +20.6% | -14.9% | +0.6% |
| 6M | +13.6% | +10.5% | +3.1% | +9.4% |
| YTD | +17.4% | -1.9% | +19.3% | +15.4% |
| 1Y | +25.1% | +16.1% | +9.0% | +17.1% |
| 3Y | +75.8% | -30.2% | +106.1% | +79.6% |
| 5Y | +55.4% | -67.4% | +122.8% | +100.2% |
| 10Y | +146.4% | +31.2% | +115.2% | +104.4% |
| All | +146.4% | +31.4% | +115.0% | +104.4% |
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