+147.0%
VXUS vs EXC
+152.8%
-5.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.8% |
| 7D | +1.0% | +0.3% | +0.7% | +0.9% |
| 30D | +2.2% | -3.7% | +5.9% | +3.3% |
| 3M | +3.0% | -1.3% | +4.3% | +3.0% |
| 6M | +10.7% | -9.7% | +20.4% | +13.6% |
| YTD | +17.8% | +2.9% | +15.0% | +15.8% |
| 1Y | +27.6% | +4.4% | +23.2% | +24.5% |
| 3Y | +73.3% | +22.2% | +51.1% | +58.0% |
| 5Y | +54.3% | +46.7% | +7.6% | +29.2% |
| All | +147.0% | +152.8% | -5.9% | +72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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