+68.4%
VXUS vs SRE
+23.3%
+45.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +0.5% | -8.2% | +8.7% | +1.9% |
| 30D | -2.5% | -3.6% | +1.1% | -2.0% |
| 3M | -4.6% | -6.3% | +1.6% | -3.8% |
| 6M | -2.6% | -13.0% | +10.4% | -0.6% |
| YTD | +10.4% | -9.2% | +19.6% | +11.7% |
| 1Y | +12.9% | -13.1% | +26.0% | +15.1% |
| 3Y | +68.4% | +22.4% | +46.0% | +54.7% |
| All | +68.4% | +23.3% | +45.1% | +54.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling