+500.7%
ISRG vs VXUS
+135.4%
+365.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.5% | -3.5% |
| 7D | +4.8% | -1.8% | +6.6% | +6.9% |
| 30D | +9.2% | -4.6% | +13.8% | +14.9% |
| 3M | +21.2% | -6.1% | +27.2% | +29.3% |
| 6M | +0.2% | -4.9% | +5.1% | +4.5% |
| YTD | -20.1% | +8.1% | -28.1% | -28.5% |
| 1Y | -17.3% | +12.1% | -29.4% | -29.2% |
| 3Y | +63.3% | +63.9% | -0.6% | -10.3% |
| 5Y | +24.1% | +43.1% | -19.1% | -19.4% |
| All | +500.7% | +135.4% | +365.3% | +143.7% |
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