+54.1%
T vs VXUS
+144.6%
-90.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.1% | -0.6% |
| 7D | +1.7% | +0.8% | +0.9% | +1.2% |
| 30D | -1.7% | -1.9% | +0.2% | -0.9% |
| 3M | -7.3% | -4.4% | -2.9% | -5.6% |
| 6M | -11.2% | -2.0% | -9.2% | -11.1% |
| YTD | -8.1% | +11.1% | -19.2% | -14.8% |
| 1Y | -8.0% | +15.1% | -23.1% | -16.5% |
| 3Y | +62.1% | +70.4% | -8.3% | +14.1% |
| 5Y | +55.7% | +47.2% | +8.5% | +19.6% |
| 10Y | +54.1% | +142.3% | -88.2% | -17.1% |
| All | +54.1% | +144.6% | -90.4% | -17.1% |
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