+183.8%
VXUS vs ETR
+465.2%
-281.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | +1.0% | +1.4% | -0.4% | +0.5% |
| 30D | +2.2% | +1.0% | +1.2% | +1.8% |
| 3M | +3.0% | -1.3% | +4.2% | +3.2% |
| 6M | +10.7% | +1.9% | +8.8% | +9.4% |
| YTD | +17.8% | +18.2% | -0.3% | +10.6% |
| 1Y | +27.6% | +24.7% | +2.9% | +17.4% |
| 3Y | +73.3% | +150.7% | -77.4% | +21.9% |
| 5Y | +54.3% | +127.0% | -72.7% | +10.8% |
| 10Y | +149.8% | +295.5% | -145.6% | +39.2% |
| All | +183.8% | +465.2% | -281.4% | +15.2% |
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