+46.1%
VXUS vs ALC
-9.1%
+55.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -1.0% |
| 7D | +2.1% | -1.1% | +3.2% | +2.4% |
| 30D | -1.1% | +16.0% | -17.2% | -5.8% |
| 3M | -5.6% | +0.8% | -6.4% | -6.1% |
| 6M | -2.3% | +16.8% | -19.1% | -7.8% |
| YTD | +10.4% | -5.5% | +15.8% | +11.3% |
| 1Y | +13.1% | -5.3% | +18.3% | +13.9% |
| 3Y | +68.0% | +4.1% | +63.9% | +58.6% |
| All | +46.1% | -9.1% | +55.2% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 5y: compounded portfolio wealth divided by compounded ALC 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…
5y analysis · Full analysis span regression · 6 months rolling