-15.8%
F vs VXUS
+42.8%
-58.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.9% | -0.9% |
| 7D | +1.6% | -1.8% | +3.3% | +3.6% |
| 30D | +2.6% | -4.6% | +7.2% | +8.3% |
| 3M | -8.8% | -6.1% | -2.7% | -1.9% |
| 6M | +4.6% | -4.9% | +9.5% | +10.4% |
| YTD | -1.9% | +8.1% | -10.0% | -12.1% |
| 1Y | -0.8% | +12.1% | -12.9% | -15.2% |
| 3Y | +43.5% | +63.9% | -20.4% | -27.7% |
| All | -15.8% | +42.8% | -58.6% | -45.5% |
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