+11.8%
VXUS vs SRE
-12.8%
+24.7%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.0% |
| 7D | +2.3% | -1.1% | +3.4% | +2.4% |
| 30D | -2.2% | -4.1% | +1.9% | -1.9% |
| 3M | -5.4% | -7.3% | +1.9% | -4.9% |
| 6M | -1.2% | -14.1% | +12.9% | +0.4% |
| YTD | +10.4% | -8.5% | +18.9% | +10.7% |
| 1Y | +11.8% | -12.0% | +23.9% | +13.1% |
| All | +11.8% | -12.8% | +24.7% | +13.1% |
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