+183.8%
VXUS vs A
+461.9%
-278.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | +1.0% | -1.9% | +3.0% | +1.8% |
| 30D | +2.2% | +6.9% | -4.7% | -0.5% |
| 3M | +3.0% | +9.2% | -6.3% | -0.9% |
| 6M | +10.7% | +25.7% | -15.0% | 0.0% |
| YTD | +17.8% | +11.5% | +6.3% | +11.3% |
| 1Y | +27.6% | +18.4% | +9.2% | +17.1% |
| 3Y | +73.3% | +26.6% | +46.7% | +49.9% |
| 5Y | +54.3% | -12.8% | +67.1% | +52.3% |
| 10Y | +149.8% | +247.2% | -97.4% | +30.1% |
| All | +183.8% | +461.9% | -278.1% | +11.4% |
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