+160.2%
VXUS vs EW
+621.7%
-461.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.1% |
| 7D | -1.8% | +11.0% | -12.8% | -4.0% |
| 30D | -4.6% | +19.1% | -23.6% | -8.3% |
| 3M | -6.1% | +14.4% | -20.4% | -9.0% |
| 6M | -4.9% | +22.8% | -27.7% | -9.5% |
| YTD | +8.1% | +19.8% | -11.8% | +3.2% |
| 1Y | +12.1% | +23.9% | -11.8% | +6.2% |
| 3Y | +63.9% | +52.2% | +11.6% | +43.1% |
| 5Y | +43.1% | -13.9% | +57.0% | +40.6% |
| 10Y | +139.2% | +241.9% | -102.7% | +69.4% |
| All | +160.2% | +621.7% | -461.4% | +39.3% |
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