+146.4%
VXUS vs AG
+57.4%
+89.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.7% | -0.3% |
| 7D | +1.6% | +4.5% | -2.9% | +1.1% |
| 30D | +1.0% | +12.9% | -11.9% | -0.4% |
| 3M | +5.7% | +20.9% | -15.3% | +3.3% |
| 6M | +13.6% | -19.5% | +33.1% | +14.9% |
| YTD | +17.4% | +24.8% | -7.4% | +13.2% |
| 1Y | +25.1% | +120.2% | -95.2% | +13.4% |
| 3Y | +75.8% | +279.0% | -203.2% | +46.9% |
| 5Y | +55.4% | +67.9% | -12.5% | +36.0% |
| 10Y | +146.4% | +57.5% | +88.9% | +113.2% |
| All | +146.4% | +57.4% | +89.0% | +113.2% |
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