+150.1%
VXUS vs SRE
+118.9%
+31.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.6% |
| 7D | +0.3% | +1.5% | -1.2% | -0.2% |
| 30D | +0.7% | +0.8% | -0.2% | +0.2% |
| 3M | +4.8% | -5.8% | +10.5% | +6.4% |
| 6M | +11.3% | -7.8% | +19.1% | +13.6% |
| YTD | +16.5% | -2.4% | +18.9% | +16.6% |
| 1Y | +24.3% | +8.9% | +15.4% | +20.0% |
| 3Y | +74.5% | +31.1% | +43.4% | +54.2% |
| 5Y | +54.3% | +48.6% | +5.7% | +29.3% |
| 10Y | +150.1% | +126.1% | +24.0% | +84.6% |
| All | +150.1% | +118.9% | +31.2% | +84.6% |
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