+160.2%
VXUS vs EL
+228.2%
-68.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.5% |
| 7D | -1.8% | +0.8% | -2.5% | -2.0% |
| 30D | -4.6% | +16.5% | -21.1% | -8.6% |
| 3M | -6.1% | +29.2% | -35.3% | -13.1% |
| 6M | -4.9% | +27.9% | -32.8% | -12.3% |
| YTD | +8.1% | +6.2% | +1.9% | +3.2% |
| 1Y | +12.1% | +27.2% | -15.1% | +1.3% |
| 3Y | +63.9% | +3.2% | +60.7% | +47.1% |
| 5Y | +43.1% | -66.0% | +109.1% | +85.1% |
| 10Y | +139.2% | +58.3% | +80.9% | +58.5% |
| All | +160.2% | +228.2% | -68.0% | +28.6% |
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