-37.5%
U vs VXUS
+96.4%
-133.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +3.4% |
| 7D | +4.5% | +1.6% | +2.9% | +1.2% |
| 30D | -0.6% | +1.0% | -1.6% | -2.8% |
| 3M | +48.4% | +5.7% | +42.8% | +31.5% |
| 6M | +115.4% | +13.6% | +101.8% | +61.2% |
| YTD | -3.2% | +17.4% | -20.6% | -33.1% |
| 1Y | -6.0% | +25.1% | -31.1% | -43.4% |
| 3Y | +13.5% | +75.8% | -62.4% | -66.5% |
| 5Y | -68.0% | +55.4% | -123.4% | -87.8% |
| All | -37.5% | +96.4% | -133.9% | -79.9% |
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