+223.1%
VLO vs VXUS
+69.1%
+154.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.8% | +0.1% | +2.2% |
| 7D | -6.5% | +0.8% | -7.2% | -6.7% |
| 30D | -17.8% | -1.9% | -15.9% | -17.3% |
| 3M | +19.6% | -4.4% | +24.0% | +21.1% |
| 6M | +49.3% | -2.0% | +51.2% | +49.4% |
| YTD | +122.4% | +11.1% | +111.3% | +104.3% |
| 1Y | +107.4% | +15.1% | +92.4% | +85.4% |
| 3Y | +223.1% | +70.4% | +152.6% | +109.6% |
| All | +223.1% | +69.1% | +154.0% | +109.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling