-12.5%
F vs VXUS
+46.5%
-58.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | +0.1% |
| 7D | +1.0% | +0.5% | +0.5% | +0.2% |
| 30D | +2.1% | -2.5% | +4.7% | +5.1% |
| 3M | -10.3% | -4.6% | -5.6% | -5.3% |
| 6M | +3.3% | -2.6% | +5.9% | +5.9% |
| YTD | -2.0% | +10.4% | -12.4% | -14.4% |
| 1Y | -2.3% | +12.9% | -15.2% | -17.0% |
| 3Y | +49.9% | +68.4% | -18.5% | -27.0% |
| 5Y | -12.5% | +47.7% | -60.1% | -45.8% |
| All | -12.5% | +46.5% | -58.9% | -45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling