+81.5%
BSX vs VXUS
+148.6%
-67.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -3.1% |
| 7D | -8.2% | -1.9% | -6.3% | -6.7% |
| 30D | -15.8% | -0.7% | -15.1% | -15.3% |
| 3M | -10.8% | +4.9% | -15.8% | -14.8% |
| 6M | -38.4% | +9.7% | -48.0% | -43.7% |
| YTD | -54.8% | +15.0% | -69.8% | -60.6% |
| 1Y | -59.0% | +22.4% | -81.5% | -66.2% |
| 3Y | -20.0% | +72.2% | -92.2% | -52.1% |
| 5Y | -3.1% | +52.6% | -55.7% | -35.1% |
| All | +81.5% | +148.6% | -67.1% | -23.6% |
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