+146.4%
VXUS vs EXR
+147.0%
-0.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +1.6% | -0.7% | +2.3% | +1.7% |
| 30D | +1.0% | -6.9% | +7.9% | +2.7% |
| 3M | +5.7% | -3.0% | +8.6% | +6.2% |
| 6M | +13.6% | -2.9% | +16.5% | +14.0% |
| YTD | +17.4% | +9.3% | +8.1% | +14.5% |
| 1Y | +25.1% | -0.9% | +26.0% | +24.6% |
| 3Y | +75.8% | +24.7% | +51.1% | +63.5% |
| 5Y | +55.4% | -11.7% | +67.1% | +54.2% |
| 10Y | +146.4% | +148.4% | -2.0% | +98.2% |
| All | +146.4% | +147.0% | -0.6% | +98.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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