+63.7%
VXUS vs EXE
+192.2%
-128.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | +1.6% | -1.8% | +3.4% | +1.8% |
| 30D | +1.0% | +6.4% | -5.4% | +0.1% |
| 3M | +5.7% | +9.2% | -3.6% | +4.2% |
| 6M | +13.6% | -7.0% | +20.6% | +14.5% |
| YTD | +17.4% | -9.5% | +26.9% | +18.5% |
| 1Y | +25.1% | +6.2% | +18.8% | +22.7% |
| 3Y | +75.8% | +20.7% | +55.1% | +67.5% |
| 5Y | +55.4% | +103.6% | -48.3% | +36.6% |
| All | +63.7% | +192.2% | -128.5% | +35.5% |
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