+46.1%
VXUS vs ALM
+410.2%
-364.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.7% | -7.8% | -0.4% |
| 7D | +2.1% | +1.2% | +0.9% | +2.0% |
| 30D | -1.1% | -19.3% | +18.2% | -0.2% |
| 3M | -5.6% | -40.6% | +35.0% | -3.5% |
| 6M | -2.3% | -57.9% | +55.7% | +1.1% |
| YTD | +10.4% | -6.7% | +17.0% | +10.6% |
| 1Y | +13.1% | +20.2% | -7.1% | +12.2% |
| 3Y | +68.0% | +879.4% | -811.4% | +52.5% |
| All | +46.1% | +410.2% | -364.1% | +35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling