+142.3%
VXUS vs AR
+48.7%
+93.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.8% | +2.1% | +2.8% |
| 7D | +0.8% | -10.5% | +11.3% | +1.7% |
| 30D | -1.9% | +1.3% | -3.2% | -2.1% |
| 3M | -4.4% | +4.8% | -9.2% | -5.0% |
| 6M | -2.0% | +1.2% | -3.1% | -2.4% |
| YTD | +11.1% | +5.5% | +5.6% | +9.8% |
| 1Y | +15.1% | +8.1% | +7.0% | +13.4% |
| 3Y | +70.4% | +38.8% | +31.6% | +62.3% |
| 5Y | +47.2% | +78.8% | -31.7% | +35.1% |
| 10Y | +142.3% | +46.4% | +95.9% | +117.5% |
| All | +142.3% | +48.7% | +93.6% | +117.5% |
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