+168.3%
VXUS vs ETR
+490.1%
-321.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.7% | +0.9% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | -1.2% | +7.7% | -8.9% | -3.6% |
| 3M | -3.8% | +5.7% | -9.5% | -5.7% |
| 6M | -1.7% | -0.3% | -1.4% | -1.9% |
| YTD | +11.4% | +23.4% | -11.9% | +3.0% |
| 1Y | +13.3% | +18.5% | -5.2% | +6.2% |
| 3Y | +70.0% | +155.6% | -85.6% | +19.0% |
| 5Y | +48.1% | +158.7% | -110.6% | +1.5% |
| 10Y | +147.1% | +377.8% | -230.7% | +27.0% |
| All | +168.3% | +490.1% | -321.8% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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