+167.6%
VXUS vs EW
+639.8%
-472.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.5% | +0.3% | +2.3% |
| 7D | +0.8% | +12.3% | -11.5% | -1.8% |
| 30D | -1.9% | +22.9% | -24.8% | -6.3% |
| 3M | -4.4% | +16.7% | -21.1% | -7.8% |
| 6M | -2.0% | +31.0% | -32.9% | -8.0% |
| YTD | +11.1% | +22.8% | -11.7% | +5.5% |
| 1Y | +15.1% | +25.6% | -10.5% | +8.7% |
| 3Y | +70.4% | +62.0% | +8.5% | +46.7% |
| 5Y | +47.2% | -12.8% | +59.9% | +44.2% |
| 10Y | +142.3% | +239.8% | -97.5% | +71.6% |
| All | +167.6% | +639.8% | -472.2% | +42.4% |
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