+142.3%
VXUS vs EMR
+319.4%
-177.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.4% | -1.6% | +1.1% |
| 7D | +0.8% | +2.1% | -1.4% | -0.1% |
| 30D | -1.9% | +4.8% | -6.6% | -3.7% |
| 3M | -4.4% | +7.5% | -11.9% | -7.2% |
| 6M | -2.0% | +20.9% | -22.8% | -9.3% |
| YTD | +11.1% | +29.2% | -18.0% | -0.6% |
| 1Y | +15.1% | +33.0% | -17.9% | +1.7% |
| 3Y | +70.4% | +109.8% | -39.3% | +21.7% |
| 5Y | +47.2% | +91.9% | -44.8% | +7.4% |
| 10Y | +142.3% | +301.5% | -159.2% | +33.0% |
| All | +142.3% | +319.4% | -177.1% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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