+183.8%
VXUS vs EL
+209.7%
-25.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.0% | -2.5% | -0.3% |
| 7D | +1.0% | +0.8% | +0.2% | +0.8% |
| 30D | +2.2% | +19.8% | -17.6% | -3.2% |
| 3M | +3.0% | +25.7% | -22.7% | -3.9% |
| 6M | +10.7% | +5.4% | +5.2% | +7.3% |
| YTD | +17.8% | +0.2% | +17.6% | +14.7% |
| 1Y | +27.6% | +20.4% | +7.1% | +16.9% |
| 3Y | +73.3% | -32.1% | +105.4% | +78.4% |
| 5Y | +54.3% | -67.2% | +121.5% | +101.1% |
| 10Y | +149.8% | +31.7% | +118.1% | +77.7% |
| All | +183.8% | +209.7% | -25.9% | +42.9% |
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