+183.8%
VXUS vs EXPE
+794.1%
-610.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.8% |
| 7D | +1.0% | -9.5% | +10.5% | +2.9% |
| 30D | +2.2% | -6.6% | +8.8% | +3.3% |
| 3M | +3.0% | +31.4% | -28.4% | -2.8% |
| 6M | +10.7% | +35.2% | -24.5% | +3.2% |
| YTD | +17.8% | +5.8% | +12.0% | +14.5% |
| 1Y | +27.6% | +38.7% | -11.1% | +16.7% |
| 3Y | +73.3% | +175.8% | -102.5% | +33.2% |
| 5Y | +54.3% | +111.8% | -57.5% | +20.6% |
| 10Y | +149.8% | +179.7% | -29.9% | +69.5% |
| All | +183.8% | +794.1% | -610.3% | +48.4% |
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