+147.1%
VXUS vs BAX
-35.7%
+182.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | -0.5% | -0.6% | +0.1% | -0.4% |
| 30D | -1.2% | +6.3% | -7.5% | -2.7% |
| 3M | -3.8% | -4.6% | +0.7% | -3.1% |
| 6M | -1.7% | +50.4% | -52.1% | -11.3% |
| YTD | +11.4% | +38.0% | -26.6% | +1.4% |
| 1Y | +13.3% | +44.6% | -31.3% | +1.8% |
| 3Y | +70.0% | -15.1% | +85.1% | +68.5% |
| 5Y | +48.1% | -63.3% | +111.4% | +87.4% |
| 10Y | +147.1% | -34.4% | +181.4% | +172.5% |
| All | +147.1% | -35.7% | +182.8% | +172.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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