+200.5%
B vs VXUS
+144.6%
+55.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.8% | +1.4% | +2.2% |
| 7D | +11.3% | +0.8% | +10.6% | +10.7% |
| 30D | +2.9% | -1.9% | +4.8% | +4.5% |
| 3M | -2.9% | -4.4% | +1.5% | +0.7% |
| 6M | -1.2% | -2.0% | +0.8% | +1.1% |
| YTD | -1.3% | +11.1% | -12.5% | -6.2% |
| 1Y | +30.4% | +15.1% | +15.4% | +21.6% |
| 3Y | +195.3% | +70.4% | +124.9% | +121.7% |
| 5Y | +146.2% | +47.2% | +99.0% | +95.1% |
| 10Y | +200.5% | +142.3% | +58.2% | +33.6% |
| All | +200.5% | +144.6% | +55.9% | +33.6% |
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