+55.4%
VXUS vs SRE
+51.2%
+4.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.8% |
| 7D | +1.6% | +1.4% | +0.1% | +1.2% |
| 30D | +1.0% | +1.9% | -0.9% | +0.4% |
| 3M | +5.7% | -3.3% | +8.9% | +6.3% |
| 6M | +13.6% | -6.4% | +20.0% | +15.0% |
| YTD | +17.4% | -1.8% | +19.2% | +17.3% |
| 1Y | +25.1% | +10.7% | +14.3% | +21.0% |
| 3Y | +75.8% | +31.8% | +44.0% | +56.0% |
| 5Y | +55.4% | +49.2% | +6.2% | +32.7% |
| All | +55.4% | +51.2% | +4.2% | +32.7% |
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 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