+134.8%
VXUS vs ALM
+2,022.9%
-1,888.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | +0.1% |
| 7D | -1.8% | -6.7% | +4.9% | -1.5% |
| 30D | -4.6% | -32.9% | +28.3% | -3.4% |
| 3M | -6.1% | -39.5% | +33.4% | -4.7% |
| 6M | -4.9% | -62.0% | +57.1% | -2.5% |
| YTD | +8.1% | -7.8% | +15.9% | +8.1% |
| 1Y | +12.1% | +26.7% | -14.6% | +11.3% |
| 3Y | +63.9% | +825.4% | -761.5% | +54.1% |
| 5Y | +43.1% | +401.2% | -358.1% | +35.2% |
| All | +134.8% | +2,022.9% | -1,888.1% | +116.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling