+146.4%
VXUS vs EW
+124.3%
+22.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.2% | +0.5% |
| 7D | +1.6% | -4.4% | +6.0% | +2.6% |
| 30D | +1.0% | -3.3% | +4.3% | +1.7% |
| 3M | +5.7% | +1.0% | +4.6% | +5.2% |
| 6M | +13.6% | +6.2% | +7.4% | +11.6% |
| YTD | +17.4% | +1.7% | +15.7% | +16.4% |
| 1Y | +25.1% | +8.1% | +17.0% | +22.0% |
| 3Y | +75.8% | +17.1% | +58.8% | +62.0% |
| 5Y | +55.4% | -29.4% | +84.7% | +60.8% |
| 10Y | +146.4% | +121.7% | +24.7% | +94.0% |
| All | +146.4% | +124.3% | +22.1% | +94.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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