+132.8%
VXUS vs AR
-33.4%
+166.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +1.0% | +0.2% |
| 7D | -1.8% | -14.3% | +12.5% | -0.5% |
| 30D | -4.6% | +1.4% | -6.0% | -4.8% |
| 3M | -6.1% | +3.4% | -9.5% | -6.6% |
| 6M | -4.9% | -2.1% | -2.8% | -5.1% |
| YTD | +8.1% | +4.7% | +3.4% | +6.8% |
| 1Y | +12.1% | +10.6% | +1.5% | +10.1% |
| 3Y | +63.9% | +24.6% | +39.3% | +57.1% |
| 5Y | +43.1% | +71.9% | -28.8% | +30.9% |
| 10Y | +139.2% | +46.4% | +92.9% | +109.9% |
| All | +132.8% | -33.4% | +166.2% | +119.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling