+183.8%
VXUS vs EMR
+297.3%
-113.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | -0.3% |
| 7D | +1.0% | -1.5% | +2.5% | +1.7% |
| 30D | +2.2% | -5.6% | +7.8% | +4.6% |
| 3M | +3.0% | +7.9% | -5.0% | -0.8% |
| 6M | +10.7% | +6.0% | +4.6% | +7.0% |
| YTD | +17.8% | +16.4% | +1.4% | +8.7% |
| 1Y | +27.6% | +16.6% | +11.0% | +17.1% |
| 3Y | +73.3% | +62.9% | +10.4% | +32.4% |
| 5Y | +54.3% | +60.1% | -5.8% | +16.8% |
| 10Y | +149.8% | +268.7% | -118.9% | +14.1% |
| All | +183.8% | +297.3% | -113.5% | +11.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling