+167.6%
VXUS vs EL
+237.4%
-69.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.8% | 0.0% | +2.1% |
| 7D | +0.8% | +8.0% | -7.2% | -1.3% |
| 30D | -1.9% | +15.4% | -17.3% | -5.8% |
| 3M | -4.4% | +28.5% | -32.9% | -11.4% |
| 6M | -2.0% | +32.2% | -34.2% | -10.5% |
| YTD | +11.1% | +9.2% | +1.9% | +5.4% |
| 1Y | +15.1% | +30.8% | -15.7% | +3.3% |
| 3Y | +70.4% | +3.7% | +66.7% | +53.1% |
| 5Y | +47.2% | -64.8% | +112.0% | +88.4% |
| 10Y | +142.3% | +60.0% | +82.2% | +60.5% |
| All | +167.6% | +237.4% | -69.8% | +31.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling