+172.7%
XLE vs VXUS
+146.3%
+26.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.4% |
| 7D | +2.2% | +1.0% | +1.2% | +1.2% |
| 30D | +11.8% | +2.2% | +9.6% | +9.2% |
| 3M | +9.8% | +3.0% | +6.9% | +5.5% |
| 6M | +15.6% | +10.7% | +4.9% | +1.2% |
| YTD | +45.3% | +17.8% | +27.4% | +18.2% |
| 1Y | +48.3% | +27.6% | +20.7% | +10.3% |
| 3Y | +55.4% | +73.3% | -17.9% | -20.1% |
| 5Y | +216.1% | +54.3% | +161.8% | +86.2% |
| All | +172.7% | +146.3% | +26.4% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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