+167.2%
XLE vs VXUS
+135.4%
+31.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.2% | -0.2% |
| 7D | -12.0% | -1.8% | -10.2% | -10.6% |
| 30D | -2.7% | -4.6% | +1.8% | +1.4% |
| 3M | +6.6% | -6.1% | +12.7% | +12.4% |
| 6M | +9.5% | -4.9% | +14.4% | +12.6% |
| YTD | +40.6% | +8.1% | +32.5% | +23.7% |
| 1Y | +43.6% | +12.1% | +31.5% | +21.3% |
| 3Y | +58.1% | +63.9% | -5.8% | -15.0% |
| 5Y | +152.2% | +43.1% | +109.1% | +58.3% |
| All | +167.2% | +135.4% | +31.8% | +0.3% |
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