+42.7%
VXUS vs ALM
+396.4%
-353.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | 0.0% |
| 7D | -1.8% | -6.7% | +4.9% | -1.4% |
| 30D | -4.6% | -32.9% | +28.3% | -2.7% |
| 3M | -6.1% | -39.5% | +33.4% | -4.0% |
| 6M | -4.9% | -62.0% | +57.1% | -1.3% |
| YTD | +8.1% | -7.8% | +15.9% | +8.4% |
| 1Y | +12.1% | +26.7% | -14.6% | +11.1% |
| 3Y | +63.9% | +825.4% | -761.5% | +49.1% |
| All | +42.7% | +396.4% | -353.7% | +32.2% |
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