+183.8%
VXUS vs SRE
+423.0%
-239.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | +1.0% | -0.3% | +1.3% | +1.1% |
| 30D | +2.2% | -0.7% | +2.9% | +2.2% |
| 3M | +3.0% | -6.3% | +9.3% | +5.0% |
| 6M | +10.7% | -10.7% | +21.3% | +14.7% |
| YTD | +17.8% | -3.5% | +21.3% | +18.4% |
| 1Y | +27.6% | +5.3% | +22.3% | +23.8% |
| 3Y | +73.3% | +31.8% | +41.5% | +49.0% |
| 5Y | +54.3% | +47.4% | +7.0% | +24.8% |
| 10Y | +149.8% | +120.6% | +29.3% | +57.1% |
| All | +183.8% | +423.0% | -239.1% | -21.7% |
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 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