+160.2%
VXUS vs AG
+36.6%
+123.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | 0.0% |
| 7D | -1.8% | +6.3% | -8.1% | -2.4% |
| 30D | -4.6% | -8.9% | +4.4% | -3.8% |
| 3M | -6.1% | -12.2% | +6.1% | -5.2% |
| 6M | -4.9% | -28.3% | +23.4% | -2.6% |
| YTD | +8.1% | -8.8% | +16.9% | +7.2% |
| 1Y | +12.1% | +39.4% | -27.3% | +6.5% |
| 3Y | +63.9% | +229.4% | -165.6% | +39.2% |
| 5Y | +43.1% | +14.5% | +28.6% | +30.3% |
| 10Y | +139.2% | +82.7% | +56.5% | +94.1% |
| All | +160.2% | +36.6% | +123.6% | +105.6% |
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