+55.4%
VXUS vs EMR
+62.8%
-7.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | -0.2% |
| 7D | +1.6% | +3.1% | -1.5% | +0.5% |
| 30D | +1.0% | -3.5% | +4.5% | +2.2% |
| 3M | +5.7% | +9.8% | -4.1% | +1.8% |
| 6M | +13.6% | +10.8% | +2.8% | +8.9% |
| YTD | +17.4% | +15.9% | +1.5% | +10.2% |
| 1Y | +25.1% | +16.4% | +8.6% | +16.8% |
| 3Y | +75.8% | +62.1% | +13.7% | +41.0% |
| 5Y | +55.4% | +62.9% | -7.5% | +19.3% |
| All | +55.4% | +62.8% | -7.4% | +19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling