+16.5%
VXUS vs SRE
-7.5%
+24.0%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.9% | +4.9% | +2.2% |
| 7D | +0.2% | -2.1% | +2.2% | +0.3% |
| 30D | -2.3% | +6.1% | -8.4% | -2.9% |
| 3M | -2.8% | -3.5% | +0.7% | -2.6% |
| 6M | +2.6% | -10.8% | +13.4% | +4.0% |
| YTD | +12.0% | -4.0% | +16.0% | +12.0% |
| 1Y | +16.5% | -7.7% | +24.2% | +17.1% |
| All | +16.5% | -7.5% | +24.0% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 1y: compounded portfolio wealth divided by compounded SRE 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…
1y analysis · Full analysis span regression · 6 months rolling