+142.2%
VXUS vs AR
+52.4%
+89.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.3% | -2.1% | +1.8% |
| 7D | +0.5% | -5.8% | +6.3% | +1.0% |
| 30D | -2.5% | +4.8% | -7.4% | -3.0% |
| 3M | -4.6% | +1.5% | -6.1% | -4.9% |
| 6M | -2.6% | +4.7% | -7.3% | -3.3% |
| YTD | +10.4% | +9.2% | +1.2% | +8.8% |
| 1Y | +12.9% | +11.2% | +1.7% | +11.0% |
| 3Y | +68.4% | +46.2% | +22.1% | +59.7% |
| 5Y | +47.7% | +98.1% | -50.4% | +34.5% |
| 10Y | +142.2% | +54.5% | +87.7% | +117.0% |
| All | +142.2% | +52.4% | +89.8% | +117.0% |
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