+165.8%
VXUS vs AKAM
+76.3%
+89.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.2% |
| 7D | +2.1% | +2.8% | -0.7% | +1.5% |
| 30D | -1.1% | -6.9% | +5.8% | -0.1% |
| 3M | -5.6% | -31.8% | +26.2% | +1.0% |
| 6M | -2.3% | -47.0% | +44.7% | +9.4% |
| YTD | +10.4% | -2.1% | +12.5% | +6.0% |
| 1Y | +13.1% | -3.7% | +16.7% | +8.9% |
| 3Y | +68.0% | -23.0% | +91.1% | +65.6% |
| 5Y | +45.8% | -23.4% | +69.2% | +42.1% |
| 10Y | +144.7% | +30.5% | +114.2% | +104.0% |
| All | +165.8% | +76.3% | +89.5% | +67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM 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 AKAM 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