+476.5%
V vs VXUS
+146.4%
+330.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -0.4% | +2.3% | -2.7% | -2.4% |
| 30D | +6.3% | -2.2% | +8.5% | +8.3% |
| 3M | +17.2% | -5.4% | +22.6% | +22.7% |
| 6M | +29.2% | -1.2% | +30.5% | +28.8% |
| YTD | +20.8% | +10.4% | +10.4% | +7.0% |
| 1Y | +25.0% | +11.8% | +13.2% | +9.2% |
| 3Y | +75.3% | +68.4% | +6.9% | -0.6% |
| 5Y | +105.8% | +45.9% | +60.0% | +36.3% |
| All | +476.5% | +146.4% | +330.1% | +125.3% |
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