+292.5%
LOW vs VXUS
+146.4%
+146.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -0.9% |
| 7D | +0.1% | +2.3% | -2.2% | -2.0% |
| 30D | +21.3% | -2.2% | +23.5% | +23.8% |
| 3M | +6.0% | -5.4% | +11.4% | +11.5% |
| 6M | +2.6% | -1.2% | +3.8% | +2.7% |
| YTD | -3.6% | +10.4% | -14.0% | -13.9% |
| 1Y | -1.0% | +11.8% | -12.8% | -12.7% |
| 3Y | +24.2% | +68.4% | -44.2% | -28.8% |
| 5Y | +6.3% | +45.9% | -39.5% | -29.2% |
| All | +292.5% | +146.4% | +146.1% | +41.9% |
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