+55.3%
VXUS vs EXE
+163.8%
-108.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.2% | +0.8% |
| 7D | -0.5% | +1.5% | -2.0% | -0.7% |
| 30D | -1.2% | -0.2% | -1.0% | -1.2% |
| 3M | -3.8% | -9.2% | +5.4% | -2.7% |
| 6M | -1.7% | -7.2% | +5.6% | -1.0% |
| YTD | +11.4% | -18.3% | +29.7% | +13.9% |
| 1Y | +13.3% | -23.6% | +36.9% | +17.0% |
| 3Y | +70.0% | +21.9% | +48.0% | +61.2% |
| 5Y | +48.1% | +73.7% | -25.6% | +33.1% |
| All | +55.3% | +163.8% | -108.4% | +30.2% |
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