+95.1%
F vs VXUS
+146.3%
-51.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +0.9% |
| 7D | +5.3% | +1.0% | +4.3% | +4.1% |
| 30D | +4.6% | +2.2% | +2.4% | +2.0% |
| 3M | -3.7% | +3.0% | -6.6% | -7.3% |
| 6M | +16.8% | +10.7% | +6.2% | +2.9% |
| YTD | +15.3% | +17.8% | -2.5% | -5.8% |
| 1Y | +31.0% | +27.6% | +3.4% | -2.9% |
| 3Y | +45.4% | +73.3% | -27.9% | -26.3% |
| 5Y | +54.7% | +54.3% | +0.3% | -8.2% |
| All | +95.1% | +146.3% | -51.2% | -29.9% |
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