+146.2%
VXUS vs ET
+160.8%
-14.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +2.1% | +2.5% | -0.4% | +1.5% |
| 30D | -1.1% | -2.5% | +1.3% | -0.7% |
| 3M | -5.6% | -4.9% | -0.8% | -4.7% |
| 6M | -2.3% | -0.1% | -2.2% | -2.6% |
| YTD | +10.4% | +26.2% | -15.9% | +3.9% |
| 1Y | +13.1% | +25.2% | -12.1% | +6.7% |
| 3Y | +68.0% | +84.2% | -16.2% | +43.8% |
| 5Y | +45.8% | +216.1% | -170.3% | +9.8% |
| All | +146.2% | +160.8% | -14.6% | +81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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