+1,671.4%
TER vs VXUS
+146.3%
+1,525.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.5% | +5.0% | +4.7% |
| 7D | +0.6% | +1.0% | -0.4% | -1.0% |
| 30D | -8.3% | +2.2% | -10.5% | -11.3% |
| 3M | -12.2% | +3.0% | -15.2% | -13.6% |
| 6M | +17.1% | +10.7% | +6.4% | +5.0% |
| YTD | +84.7% | +17.8% | +66.8% | +51.7% |
| 1Y | +199.9% | +27.6% | +172.3% | +120.1% |
| 3Y | +232.8% | +73.3% | +159.5% | +58.4% |
| 5Y | +198.6% | +54.3% | +144.2% | +73.7% |
| All | +1,671.4% | +146.3% | +1,525.1% | +524.6% |
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