+2,321.0%
V vs VXUS
+179.6%
+2,141.4%
-36.4%
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% | -1.4% |
| 7D | -1.7% | +1.0% | -2.7% | -2.5% |
| 30D | +2.0% | +2.2% | -0.2% | 0.0% |
| 3M | +17.4% | +3.0% | +14.4% | +13.6% |
| 6M | +17.5% | +10.7% | +6.8% | +6.0% |
| YTD | +7.6% | +17.8% | -10.3% | -8.3% |
| 1Y | +7.7% | +27.6% | -19.9% | -14.5% |
| 3Y | +54.7% | +73.3% | -18.6% | -7.6% |
| 5Y | +73.0% | +54.3% | +18.7% | +14.7% |
| 10Y | +390.9% | +149.8% | +241.0% | +117.3% |
| All | +2,321.0% | +179.6% | +2,141.4% | +885.5% |
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