+39.6%
AGG vs VXUS
+161.8%
-122.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -1.5% | +2.1% | -3.6% | -1.6% |
| 30D | +0.6% | -1.1% | +1.8% | +0.7% |
| 3M | -1.6% | -5.6% | +4.0% | -1.5% |
| 6M | -1.6% | -2.3% | +0.6% | -1.6% |
| YTD | -1.5% | +10.4% | -11.9% | -1.7% |
| 1Y | -1.1% | +13.1% | -14.2% | -1.3% |
| 3Y | +13.6% | +68.0% | -54.4% | +12.8% |
| 5Y | -1.7% | +45.8% | -47.5% | -2.7% |
| 10Y | +16.1% | +144.7% | -128.5% | +16.2% |
| All | +39.6% | +161.8% | -122.3% | +40.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling