+165.8%
VXUS vs ET
+529.7%
-363.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.8% | -0.9% |
| 7D | +2.3% | +3.0% | -0.7% | +1.8% |
| 30D | -2.2% | -3.5% | +1.2% | -1.7% |
| 3M | -5.4% | -5.6% | +0.2% | -4.6% |
| 6M | -1.2% | +0.5% | -1.8% | -1.6% |
| YTD | +10.4% | +26.3% | -16.0% | +5.6% |
| 1Y | +11.8% | +25.7% | -13.8% | +7.1% |
| 3Y | +68.4% | +85.1% | -16.7% | +50.2% |
| 5Y | +45.9% | +216.4% | -170.5% | +18.5% |
| 10Y | +144.7% | +160.9% | -16.2% | +94.1% |
| All | +165.8% | +529.7% | -363.8% | +25.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling