+147.1%
VXUS vs AG
+72.5%
+74.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.1% | +1.1% |
| 7D | -0.5% | -4.0% | +3.5% | -0.1% |
| 30D | -1.2% | -13.1% | +11.9% | +0.1% |
| 3M | -3.8% | -22.0% | +18.2% | -1.7% |
| 6M | -1.7% | -37.3% | +35.6% | +2.1% |
| YTD | +11.4% | -11.2% | +22.6% | +10.9% |
| 1Y | +13.3% | +23.9% | -10.6% | +8.9% |
| 3Y | +70.0% | +225.1% | -155.2% | +44.4% |
| 5Y | +48.1% | +7.7% | +40.3% | +34.8% |
| 10Y | +147.1% | +86.9% | +60.2% | +104.1% |
| All | +147.1% | +72.5% | +74.6% | +104.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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