+146.4%
VXUS vs BAH
+182.5%
-36.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.6% | -0.2% |
| 7D | +1.6% | -4.3% | +5.9% | +2.3% |
| 30D | +1.0% | -4.5% | +5.5% | +1.6% |
| 3M | +5.7% | -7.6% | +13.3% | +6.7% |
| 6M | +13.6% | -10.6% | +24.2% | +14.9% |
| YTD | +17.4% | -12.6% | +30.0% | +18.5% |
| 1Y | +25.1% | -27.0% | +52.1% | +30.1% |
| 3Y | +75.8% | -31.5% | +107.3% | +78.6% |
| 5Y | +55.4% | -3.8% | +59.2% | +42.6% |
| 10Y | +146.4% | +183.9% | -37.5% | +84.7% |
| All | +146.4% | +182.5% | -36.1% | +84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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