+667.7%
GOOGL vs VXUS
+146.5%
+521.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +1.2% |
| 7D | +1.6% | -0.5% | +2.1% | +2.0% |
| 30D | -16.8% | -1.2% | -15.6% | -15.8% |
| 3M | -14.6% | -3.8% | -10.8% | -11.3% |
| 6M | -24.4% | -1.7% | -22.7% | -23.6% |
| YTD | -6.1% | +11.4% | -17.5% | -16.7% |
| 1Y | +1.0% | +13.3% | -12.3% | -12.0% |
| 3Y | +123.4% | +70.0% | +53.4% | +26.6% |
| 5Y | +103.2% | +48.1% | +55.1% | +33.8% |
| 10Y | +667.7% | +147.1% | +520.7% | +216.3% |
| All | +667.7% | +146.5% | +521.2% | +216.3% |
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