+1,381.0%
NET vs VXUS
+96.4%
+1,284.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.0% | -4.6% | -5.1% |
| 7D | -16.4% | +0.2% | -16.5% | -16.5% |
| 30D | -25.8% | -2.3% | -23.6% | -23.5% |
| 3M | -11.5% | -2.8% | -8.7% | -8.3% |
| 6M | +18.9% | +2.6% | +16.3% | +13.8% |
| YTD | +35.2% | +12.0% | +23.2% | +13.7% |
| 1Y | +14.5% | +16.5% | -2.1% | -8.7% |
| 3Y | +313.8% | +69.7% | +244.1% | +100.5% |
| 5Y | +32.6% | +48.7% | -16.1% | -23.0% |
| All | +1,381.0% | +96.4% | +1,284.6% | +623.4% |
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