+150.1%
VXUS vs EXPE
+153.6%
-3.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | +0.3% | -11.5% | +11.8% | +2.6% |
| 30D | +0.7% | -13.1% | +13.7% | +3.2% |
| 3M | +4.8% | +18.1% | -13.4% | +0.7% |
| 6M | +11.3% | +13.3% | -1.9% | +7.4% |
| YTD | +16.5% | -3.2% | +19.7% | +15.0% |
| 1Y | +24.3% | +26.1% | -1.9% | +15.2% |
| 3Y | +74.5% | +151.7% | -77.2% | +34.1% |
| 5Y | +54.3% | +88.3% | -34.0% | +21.1% |
| 10Y | +150.1% | +158.0% | -7.9% | +56.6% |
| All | +150.1% | +153.6% | -3.5% | +56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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