+25.1%
VXUS vs ALM
+347.8%
-322.7%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.8% | -9.2% | -1.1% |
| 7D | +1.6% | +8.4% | -6.8% | +0.9% |
| 30D | +1.0% | +34.8% | -33.8% | -1.7% |
| 3M | +5.7% | +16.2% | -10.6% | +3.6% |
| 6M | +13.6% | +2.1% | +11.4% | +11.5% |
| YTD | +17.4% | +117.0% | -99.6% | +12.6% |
| 1Y | +25.1% | +313.9% | -288.8% | +16.2% |
| All | +25.1% | +347.8% | -322.7% | +16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling