+160.2%
VXUS vs EXPE
+677.7%
-517.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.9% | +5.0% | +1.0% |
| 7D | -1.8% | -9.3% | +7.6% | -0.2% |
| 30D | -4.6% | +0.1% | -4.7% | -5.0% |
| 3M | -6.1% | -15.3% | +9.2% | -3.9% |
| 6M | -4.9% | +5.5% | -10.4% | -7.2% |
| YTD | +8.1% | -8.0% | +16.0% | +7.1% |
| 1Y | +12.1% | +18.9% | -6.8% | +5.1% |
| 3Y | +63.9% | +135.5% | -71.7% | +29.6% |
| 5Y | +43.1% | +44.3% | -1.1% | +20.5% |
| 10Y | +139.2% | +117.7% | +21.5% | +69.0% |
| All | +160.2% | +677.7% | -517.5% | +38.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling