+148.6%
VXUS vs SRE
+123.9%
+24.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | -0.5% | -5.6% | +5.1% | +1.2% |
| 30D | -1.2% | -4.5% | +3.3% | +0.1% |
| 3M | -3.8% | -7.7% | +3.9% | -1.7% |
| 6M | -1.7% | -14.4% | +12.8% | +2.6% |
| YTD | +11.4% | -9.4% | +20.8% | +14.0% |
| 1Y | +13.3% | -13.8% | +27.2% | +17.7% |
| 3Y | +70.0% | +22.2% | +47.8% | +53.3% |
| 5Y | +48.1% | +50.5% | -2.4% | +22.9% |
| All | +148.6% | +123.9% | +24.7% | +91.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling