+62.4%
VXUS vs EXE
+187.5%
-125.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.5% |
| 7D | +0.3% | -2.7% | +3.0% | +0.7% |
| 30D | +0.7% | -0.4% | +1.0% | +0.7% |
| 3M | +4.8% | +9.5% | -4.7% | +3.3% |
| 6M | +11.3% | -9.3% | +20.7% | +12.6% |
| YTD | +16.5% | -10.9% | +27.4% | +17.9% |
| 1Y | +24.3% | +4.3% | +20.0% | +22.3% |
| 3Y | +74.5% | +18.8% | +55.7% | +66.6% |
| 5Y | +54.3% | +101.4% | -47.1% | +35.8% |
| All | +62.4% | +187.5% | -125.1% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded EXE 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling