+423.1%
VUG vs VXUS
+148.6%
+274.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | 0.0% |
| 7D | +0.9% | +1.6% | -0.7% | -0.7% |
| 30D | -1.4% | +1.0% | -2.4% | -2.4% |
| 3M | +2.3% | +5.7% | -3.3% | -3.3% |
| 6M | +15.7% | +13.6% | +2.1% | +1.3% |
| YTD | +8.6% | +17.4% | -8.8% | -8.3% |
| 1Y | +14.1% | +25.1% | -11.0% | -9.8% |
| 3Y | +87.9% | +75.8% | +12.1% | +4.5% |
| 5Y | +76.3% | +55.4% | +20.9% | +11.6% |
| All | +423.1% | +148.6% | +274.5% | +117.1% |
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