+377.5%
ISRG vs VXUS
+146.8%
+230.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -1.4% |
| 7D | -1.6% | +1.0% | -2.6% | -2.7% |
| 30D | -2.3% | +2.2% | -4.5% | -4.6% |
| 3M | -12.4% | +3.0% | -15.4% | -15.8% |
| 6M | -26.8% | +10.7% | -37.5% | -35.5% |
| YTD | -35.3% | +17.8% | -53.1% | -47.1% |
| 1Y | -19.3% | +27.6% | -46.9% | -39.9% |
| 3Y | +18.1% | +73.3% | -55.2% | -38.4% |
| 5Y | +2.6% | +54.3% | -51.7% | -38.3% |
| All | +377.5% | +146.8% | +230.7% | +79.5% |
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 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