+183.8%
VXUS vs EW
+535.2%
-351.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +1.0% | -0.3% | +1.4% | +1.1% |
| 30D | +2.2% | +1.0% | +1.2% | +1.9% |
| 3M | +3.0% | +2.8% | +0.2% | +2.2% |
| 6M | +10.7% | +5.5% | +5.2% | +9.0% |
| YTD | +17.8% | +5.5% | +12.4% | +16.0% |
| 1Y | +27.6% | +11.0% | +16.5% | +23.9% |
| 3Y | +73.3% | +17.7% | +55.6% | +60.8% |
| 5Y | +54.3% | -25.7% | +80.1% | +56.8% |
| 10Y | +149.8% | +132.8% | +17.0% | +91.0% |
| All | +183.8% | +535.2% | -351.4% | +56.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling