+142.3%
VXUS vs AG
+77.4%
+64.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.7% | -1.8% | +2.4% |
| 7D | +0.8% | +10.8% | -10.1% | -0.3% |
| 30D | -1.9% | -8.2% | +6.3% | -1.2% |
| 3M | -4.4% | -13.7% | +9.3% | -3.3% |
| 6M | -2.0% | -27.3% | +25.3% | +0.3% |
| YTD | +11.1% | -4.6% | +15.7% | +9.8% |
| 1Y | +15.1% | +39.4% | -24.3% | +9.3% |
| 3Y | +70.4% | +244.1% | -173.7% | +43.9% |
| 5Y | +47.2% | +16.8% | +30.4% | +32.9% |
| 10Y | +142.3% | +71.7% | +70.6% | +100.2% |
| All | +142.3% | +77.4% | +64.9% | +100.2% |
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