+47.7%
VXUS vs SRE
+46.2%
+1.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +0.5% | -8.2% | +8.7% | +2.5% |
| 30D | -2.5% | -3.6% | +1.1% | -1.8% |
| 3M | -4.6% | -6.3% | +1.6% | -3.4% |
| 6M | -2.6% | -13.0% | +10.4% | +0.3% |
| YTD | +10.4% | -9.2% | +19.6% | +12.2% |
| 1Y | +12.9% | -13.1% | +26.0% | +16.0% |
| 3Y | +68.4% | +22.4% | +46.0% | +51.6% |
| 5Y | +47.7% | +47.1% | +0.5% | +25.6% |
| All | +47.7% | +46.2% | +1.4% | +25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling