-39.0%
U vs VXUS
+97.2%
-136.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -2.0% |
| 7D | -3.8% | +1.0% | -4.8% | -5.7% |
| 30D | +17.5% | +2.2% | +15.3% | +12.3% |
| 3M | +38.7% | +3.0% | +35.8% | +29.3% |
| 6M | +104.4% | +10.7% | +93.8% | +61.8% |
| YTD | -5.7% | +17.8% | -23.5% | -35.3% |
| 1Y | +3.7% | +27.6% | -23.9% | -40.0% |
| 3Y | +12.3% | +73.3% | -61.0% | -65.7% |
| 5Y | -68.8% | +54.3% | -123.2% | -88.1% |
| All | -39.0% | +97.2% | -136.2% | -80.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling