+142.3%
VXUS vs A
+328.7%
-186.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.1% | -0.3% | +1.8% |
| 7D | +0.8% | +4.8% | -4.0% | -0.8% |
| 30D | -1.9% | +5.6% | -7.5% | -3.8% |
| 3M | -4.4% | +23.6% | -28.0% | -11.4% |
| 6M | -2.0% | +56.4% | -58.3% | -17.0% |
| YTD | +11.1% | +33.4% | -22.3% | -0.9% |
| 1Y | +15.1% | +23.7% | -8.6% | +5.4% |
| 3Y | +70.4% | +71.0% | -0.6% | +33.5% |
| 5Y | +47.2% | +16.8% | +30.3% | +31.4% |
| 10Y | +142.3% | +323.8% | -181.5% | +31.9% |
| All | +142.3% | +328.7% | -186.5% | +31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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