+399.1%
BAC vs VXUS
+146.3%
+252.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.6% |
| 7D | +1.1% | +1.0% | +0.1% | 0.0% |
| 30D | -0.4% | +2.2% | -2.6% | -2.9% |
| 3M | +16.9% | +3.0% | +13.9% | +12.3% |
| 6M | +26.6% | +10.7% | +16.0% | +11.2% |
| YTD | +15.8% | +17.8% | -2.1% | -5.9% |
| 1Y | +27.2% | +27.6% | -0.4% | -6.0% |
| 3Y | +132.4% | +73.3% | +59.1% | +17.3% |
| 5Y | +72.6% | +54.3% | +18.2% | +1.2% |
| All | +399.1% | +146.3% | +252.8% | +73.4% |
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