-24.8%
U vs VXUS
+85.9%
-110.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -3.0% | -5.6% |
| 7D | +32.3% | +0.8% | +31.6% | +28.5% |
| 30D | +9.7% | -1.9% | +11.6% | +12.7% |
| 3M | +19.6% | -4.4% | +24.0% | +28.6% |
| 6M | +82.6% | -2.0% | +84.6% | +84.3% |
| YTD | +16.4% | +11.1% | +5.3% | -11.6% |
| 1Y | +28.5% | +15.1% | +13.4% | -9.5% |
| 3Y | +103.8% | +70.4% | +33.3% | -37.5% |
| 5Y | -70.0% | +47.2% | -117.2% | -87.4% |
| All | -24.8% | +85.9% | -110.7% | -73.4% |
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