+165.8%
VXUS vs EXC
+176.2%
-10.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +0.5% | +0.1% | +0.4% | +0.5% |
| 30D | -2.5% | +9.0% | -11.6% | -5.4% |
| 3M | -4.6% | +3.3% | -7.9% | -5.8% |
| 6M | -2.6% | +5.7% | -8.3% | -4.9% |
| YTD | +10.4% | +7.3% | +3.0% | +6.8% |
| 1Y | +12.9% | +2.9% | +9.9% | +10.6% |
| 3Y | +68.4% | +29.3% | +39.1% | +50.0% |
| 5Y | +47.7% | +40.1% | +7.6% | +25.7% |
| 10Y | +142.2% | +197.7% | -55.4% | +49.3% |
| All | +165.8% | +176.2% | -10.4% | +72.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling