+142.2%
VXUS vs AMC
-98.7%
+240.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.4% | -0.7% |
| 7D | +0.5% | +5.5% | -5.0% | +0.4% |
| 30D | -2.5% | +16.1% | -18.7% | -2.8% |
| 3M | -4.6% | +43.0% | -47.6% | -5.3% |
| 6M | -2.6% | +130.7% | -133.3% | -4.5% |
| YTD | +10.4% | +121.8% | -111.4% | +8.2% |
| 1Y | +12.9% | +40.7% | -27.8% | +11.5% |
| 3Y | +68.4% | -56.8% | +125.2% | +67.8% |
| 5Y | +47.7% | -99.1% | +146.8% | +52.3% |
| 10Y | +142.2% | -98.7% | +240.9% | +130.8% |
| All | +142.2% | -98.7% | +240.9% | +130.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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