+497.0%
ABBV vs VXUS
+146.7%
+350.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.6% | +1.2% |
| 7D | -4.1% | +0.3% | -4.4% | -4.3% |
| 30D | +1.2% | +0.7% | +0.5% | +0.8% |
| 3M | +12.1% | +4.8% | +7.3% | +9.0% |
| 6M | +12.0% | +11.3% | +0.7% | +4.9% |
| YTD | +12.4% | +16.5% | -4.1% | +2.4% |
| 1Y | +22.9% | +24.3% | -1.3% | +7.9% |
| 3Y | +86.8% | +74.5% | +12.3% | +34.0% |
| 5Y | +181.0% | +54.3% | +126.7% | +115.8% |
| 10Y | +497.0% | +150.1% | +346.9% | +231.9% |
| All | +497.0% | +146.7% | +350.3% | +231.9% |
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