+53.8%
VXUS vs EXE
+165.2%
-111.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.9% | -0.1% |
| 7D | +2.1% | +5.3% | -3.2% | +1.4% |
| 30D | -1.1% | -2.2% | +1.1% | -0.9% |
| 3M | -5.6% | -5.9% | +0.3% | -5.0% |
| 6M | -2.3% | -5.7% | +3.5% | -1.8% |
| YTD | +10.4% | -17.8% | +28.2% | +12.7% |
| 1Y | +13.1% | -23.1% | +36.2% | +16.6% |
| 3Y | +68.0% | +21.2% | +46.8% | +59.5% |
| 5Y | +45.8% | +78.8% | -33.0% | +30.6% |
| All | +53.8% | +165.2% | -111.3% | +28.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling