+444.2%
V vs VXUS
+144.6%
+299.7%
-36.4%
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% | -2.6% |
| 7D | -0.8% | +0.8% | -1.6% | -1.5% |
| 30D | +9.5% | -1.9% | +11.4% | +11.3% |
| 3M | +16.7% | -4.4% | +21.1% | +21.0% |
| 6M | +32.9% | -2.0% | +34.9% | +33.4% |
| YTD | +21.1% | +11.1% | +10.0% | +6.6% |
| 1Y | +26.6% | +15.1% | +11.6% | +7.7% |
| 3Y | +78.4% | +70.4% | +7.9% | 0.0% |
| 5Y | +105.5% | +47.2% | +58.3% | +34.8% |
| 10Y | +444.2% | +142.3% | +302.0% | +111.1% |
| All | +444.2% | +144.6% | +299.7% | +111.1% |
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