+134.8%
VXUS vs EXC
+175.8%
-41.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.7% |
| 7D | -1.8% | -1.2% | -0.6% | -1.4% |
| 30D | -4.6% | +10.0% | -14.5% | -7.4% |
| 3M | -6.1% | +1.6% | -7.7% | -6.7% |
| 6M | -4.9% | +3.3% | -8.2% | -6.3% |
| YTD | +8.1% | +7.6% | +0.5% | +4.7% |
| 1Y | +12.1% | +3.5% | +8.6% | +9.8% |
| 3Y | +63.9% | +27.7% | +36.2% | +47.5% |
| 5Y | +43.1% | +41.1% | +2.0% | +22.1% |
| All | +134.8% | +175.8% | -41.0% | +62.6% |
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