+229.2%
VXUS vs AMCR
+100.2%
+129.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +1.0% | -1.9% | +2.9% | +1.5% |
| 30D | +2.2% | -4.1% | +6.3% | +3.2% |
| 3M | +3.0% | +21.7% | -18.7% | -2.3% |
| 6M | +10.7% | +1.5% | +9.2% | +9.6% |
| YTD | +17.8% | +13.1% | +4.7% | +13.3% |
| 1Y | +27.6% | +13.0% | +14.6% | +22.5% |
| 3Y | +73.3% | +6.9% | +66.4% | +66.9% |
| 5Y | +54.3% | -10.5% | +64.8% | +54.4% |
| 10Y | +149.8% | +20.9% | +129.0% | +125.4% |
| All | +229.2% | +100.2% | +129.0% | +192.7% |
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