+183.8%
VXUS vs AKAM
+117.2%
+66.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.7% |
| 7D | +1.0% | -2.1% | +3.1% | +1.4% |
| 30D | +2.2% | -13.9% | +16.1% | +5.0% |
| 3M | +3.0% | -33.8% | +36.8% | +11.1% |
| 6M | +10.7% | +2.2% | +8.5% | +7.4% |
| YTD | +17.8% | +20.6% | -2.8% | +9.4% |
| 1Y | +27.6% | +36.3% | -8.7% | +14.7% |
| 3Y | +73.3% | -0.1% | +73.4% | +63.1% |
| 5Y | +54.3% | -7.5% | +61.9% | +45.9% |
| 10Y | +149.8% | +90.2% | +59.7% | +93.1% |
| All | +183.8% | +117.2% | +66.6% | +72.6% |
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