+144.6%
IEFA vs VXUS
+151.1%
-6.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | 0.0% |
| 7D | -1.6% | -1.4% | -0.1% | -0.2% |
| 30D | -1.5% | -0.5% | -1.0% | -1.1% |
| 3M | +3.4% | +2.6% | +0.8% | +0.7% |
| 6M | +9.5% | +10.9% | -1.4% | -1.3% |
| YTD | +13.0% | +16.1% | -3.1% | -2.7% |
| 1Y | +18.0% | +22.3% | -4.3% | -3.5% |
| 3Y | +65.4% | +72.0% | -6.7% | -3.4% |
| 5Y | +51.6% | +54.1% | -2.6% | -1.4% |
| All | +144.6% | +151.1% | -6.5% | +2.0% |
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