+233.8%
LOW vs VXUS
+146.7%
+87.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.4% |
| 7D | -0.6% | +0.3% | -0.9% | -0.9% |
| 30D | -9.3% | +0.7% | -9.9% | -9.9% |
| 3M | -8.1% | +4.8% | -12.8% | -12.5% |
| 6M | -19.8% | +11.3% | -31.1% | -28.3% |
| YTD | -16.4% | +16.5% | -32.9% | -28.8% |
| 1Y | -24.7% | +24.3% | -48.9% | -40.0% |
| 3Y | -8.8% | +74.5% | -83.3% | -49.0% |
| 5Y | +7.8% | +54.3% | -46.6% | -31.8% |
| 10Y | +233.8% | +150.1% | +83.7% | +28.2% |
| All | +233.8% | +146.7% | +87.2% | +28.2% |
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