+147.1%
VXUS vs AR
+58.9%
+88.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.8% |
| 7D | -0.5% | +2.1% | -2.6% | -0.7% |
| 30D | -1.2% | +4.5% | -5.7% | -1.6% |
| 3M | -3.8% | +1.0% | -4.8% | -4.1% |
| 6M | -1.7% | +4.4% | -6.1% | -2.3% |
| YTD | +11.4% | +10.9% | +0.5% | +9.7% |
| 1Y | +13.3% | +8.6% | +4.8% | +11.7% |
| 3Y | +70.0% | +48.5% | +21.5% | +61.0% |
| 5Y | +48.1% | +95.7% | -47.7% | +35.0% |
| 10Y | +147.1% | +55.5% | +91.6% | +120.5% |
| All | +147.1% | +58.9% | +88.1% | +120.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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