+92.7%
USB vs VXUS
+135.0%
-42.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.7% | +1.6% | +1.7% |
| 7D | -1.5% | -3.4% | +1.9% | +2.1% |
| 30D | +4.3% | -5.8% | +10.1% | +10.8% |
| 3M | -6.1% | -6.4% | +0.4% | +0.3% |
| 6M | +9.4% | -2.5% | +11.9% | +10.8% |
| YTD | +15.2% | +7.9% | +7.3% | +3.7% |
| 1Y | +32.8% | +11.5% | +21.3% | +15.3% |
| 3Y | +91.3% | +63.4% | +27.9% | +7.8% |
| 5Y | +22.7% | +42.9% | -20.3% | -19.1% |
| All | +92.7% | +135.0% | -42.3% | -16.9% |
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