+160.2%
VXUS vs A
+551.9%
-391.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.5% |
| 7D | -1.8% | -0.1% | -1.7% | -1.7% |
| 30D | -4.6% | +3.4% | -7.9% | -5.8% |
| 3M | -6.1% | +23.8% | -29.9% | -13.7% |
| 6M | -4.9% | +49.0% | -53.9% | -19.5% |
| YTD | +8.1% | +29.4% | -21.3% | -3.8% |
| 1Y | +12.1% | +19.4% | -7.3% | +2.9% |
| 3Y | +63.9% | +66.2% | -2.3% | +27.2% |
| 5Y | +43.1% | +15.8% | +27.3% | +25.8% |
| 10Y | +139.2% | +326.1% | -186.9% | +14.9% |
| All | +160.2% | +551.9% | -391.7% | -3.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling