+207.0%
C vs VXUS
+146.4%
+60.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +4.2% | +2.1% | +2.0% | +1.3% |
| 30D | +2.0% | -1.1% | +3.1% | +3.5% |
| 3M | -10.1% | -5.6% | -4.5% | -3.3% |
| 6M | +1.0% | -2.3% | +3.2% | +3.5% |
| YTD | +8.5% | +10.4% | -1.9% | -6.3% |
| 1Y | +25.7% | +13.1% | +12.7% | +5.2% |
| 3Y | +216.0% | +68.0% | +148.0% | +53.2% |
| 5Y | +112.3% | +45.8% | +66.5% | +26.1% |
| All | +207.0% | +146.4% | +60.7% | -4.3% |
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