+361.0%
ORLY vs VXUS
+151.1%
+209.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | -0.2% |
| 7D | -2.4% | -1.4% | -0.9% | -1.5% |
| 30D | -6.8% | -0.5% | -6.3% | -6.6% |
| 3M | -4.8% | +2.6% | -7.3% | -6.6% |
| 6M | -9.1% | +10.9% | -19.9% | -15.4% |
| YTD | -5.9% | +16.1% | -22.1% | -15.1% |
| 1Y | -20.4% | +22.3% | -42.7% | -30.7% |
| 3Y | +36.6% | +72.0% | -35.4% | -6.7% |
| 5Y | +117.3% | +54.1% | +63.2% | +60.2% |
| All | +361.0% | +151.1% | +209.9% | +127.3% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling