+165.8%
VXUS vs SRE
+399.1%
-233.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.3% |
| 7D | +2.1% | +1.8% | +0.4% | +1.5% |
| 30D | -1.1% | -3.0% | +1.9% | -0.1% |
| 3M | -5.6% | -7.3% | +1.6% | -3.3% |
| 6M | -2.3% | -11.9% | +9.6% | +1.8% |
| YTD | +10.4% | -7.9% | +18.2% | +12.7% |
| 1Y | +13.1% | -11.1% | +24.2% | +16.9% |
| 3Y | +68.0% | +24.8% | +43.2% | +47.4% |
| 5Y | +45.8% | +52.4% | -6.6% | +15.9% |
| 10Y | +144.7% | +127.9% | +16.8% | +49.9% |
| All | +165.8% | +399.1% | -233.3% | -25.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling