+160.2%
VXUS vs EXR
+1,340.8%
-1,180.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | -1.8% | +5.2% | -7.0% | -3.2% |
| 30D | -4.6% | +20.9% | -25.4% | -9.9% |
| 3M | -6.1% | +7.7% | -13.8% | -8.3% |
| 6M | -4.9% | +13.2% | -18.1% | -8.8% |
| YTD | +8.1% | +26.5% | -18.4% | 0.0% |
| 1Y | +12.1% | +27.2% | -15.1% | +3.5% |
| 3Y | +63.9% | +71.5% | -7.7% | +34.5% |
| 5Y | +43.1% | +0.4% | +42.8% | +36.2% |
| 10Y | +139.2% | +225.2% | -86.0% | +39.7% |
| All | +160.2% | +1,340.8% | -1,180.6% | -41.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling