+897.8%
VUG vs VXUS
+179.6%
+718.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.9% |
| 7D | -0.1% | +1.0% | -1.1% | -1.0% |
| 30D | -0.3% | +2.2% | -2.5% | -2.3% |
| 3M | -0.7% | +3.0% | -3.7% | -3.3% |
| 6M | +14.6% | +10.7% | +4.0% | +4.4% |
| YTD | +9.0% | +17.8% | -8.8% | -6.4% |
| 1Y | +14.9% | +27.6% | -12.7% | -8.1% |
| 3Y | +86.0% | +73.3% | +12.7% | +13.1% |
| 5Y | +76.7% | +54.3% | +22.4% | +19.6% |
| 10Y | +411.3% | +149.8% | +261.5% | +134.8% |
| All | +897.8% | +179.6% | +718.2% | +309.9% |
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