+180.6%
VXUS vs ADSK
+405.9%
-225.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.9% | 0.0% |
| 7D | +0.3% | -14.5% | +14.8% | +4.6% |
| 30D | +0.7% | -19.3% | +20.0% | +6.4% |
| 3M | +4.8% | -7.8% | +12.5% | +5.9% |
| 6M | +11.3% | -20.8% | +32.1% | +16.8% |
| YTD | +16.5% | -30.2% | +46.7% | +26.2% |
| 1Y | +24.3% | -36.5% | +60.7% | +38.3% |
| 3Y | +74.5% | -5.7% | +80.2% | +69.0% |
| 5Y | +54.3% | -28.2% | +82.5% | +55.9% |
| 10Y | +150.1% | +209.1% | -59.0% | +46.6% |
| All | +180.6% | +405.9% | -225.3% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 ADSK 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