+208.3%
VXUS vs AMCR
+100.3%
+108.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +2.1% | -2.4% | +4.5% | +2.7% |
| 30D | -1.1% | +3.6% | -4.7% | -2.1% |
| 3M | -5.6% | -4.2% | -1.4% | -4.8% |
| 6M | -2.3% | +15.5% | -17.8% | -6.2% |
| YTD | +10.4% | +9.7% | +0.6% | +6.7% |
| 1Y | +13.1% | +8.3% | +4.7% | +9.7% |
| 3Y | +68.0% | +15.4% | +52.6% | +58.7% |
| 5Y | +45.8% | -9.1% | +54.9% | +45.3% |
| 10Y | +144.7% | +18.6% | +126.0% | +120.4% |
| All | +208.3% | +100.3% | +108.0% | +173.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 all: compounded portfolio wealth divided by compounded AMCR 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…
all analysis · Full analysis span regression · 6 months rolling