+113.3%
BSX vs VXUS
+146.4%
-33.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +3.7% | +2.1% | +1.6% | +2.0% |
| 30D | +3.1% | -1.1% | +4.2% | +4.0% |
| 3M | -14.2% | -5.6% | -8.6% | -10.3% |
| 6M | -16.4% | -2.3% | -14.2% | -15.7% |
| YTD | -53.5% | +10.4% | -63.8% | -58.2% |
| 1Y | -57.8% | +13.1% | -70.8% | -62.8% |
| 3Y | -17.4% | +68.0% | -85.4% | -49.7% |
| 5Y | +5.4% | +45.8% | -40.4% | -26.8% |
| All | +113.3% | +146.4% | -33.1% | -3.2% |
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