+183.8%
VXUS vs AG
+89.0%
+94.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +0.7% |
| 7D | +1.0% | +1.0% | 0.0% | +0.9% |
| 30D | +2.2% | +19.2% | -17.0% | +0.3% |
| 3M | +3.0% | +6.2% | -3.2% | +1.9% |
| 6M | +10.7% | -26.7% | +37.3% | +12.9% |
| YTD | +17.8% | +26.1% | -8.3% | +13.5% |
| 1Y | +27.6% | +131.7% | -104.1% | +15.1% |
| 3Y | +73.3% | +255.3% | -182.0% | +45.8% |
| 5Y | +54.3% | +61.9% | -7.6% | +36.0% |
| 10Y | +149.8% | +72.0% | +77.8% | +103.5% |
| All | +183.8% | +89.0% | +94.8% | +117.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling