+86.9%
VXUS vs TE
-53.2%
+140.1%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.7% | +5.4% | -0.9% |
| 7D | -1.9% | +0.9% | -2.8% | -2.0% |
| 30D | -0.7% | -16.3% | +15.5% | +0.1% |
| 3M | +4.9% | -40.8% | +45.7% | +7.1% |
| 6M | +9.7% | -42.6% | +52.3% | +10.9% |
| YTD | +15.0% | -31.4% | +46.4% | +14.6% |
| 1Y | +22.4% | +144.9% | -122.5% | +11.8% |
| 3Y | +72.2% | -26.0% | +98.2% | +63.5% |
| 5Y | +52.6% | -48.5% | +101.1% | +45.2% |
| All | +86.9% | -53.2% | +140.1% | +78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 10y: compounded portfolio wealth divided by compounded TE 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…
10y analysis · Full analysis span regression · 6 months rolling