+142.2%
VXUS vs BAX
-34.5%
+176.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +0.5% | +3.6% | -3.2% | -0.3% |
| 30D | -2.5% | +8.5% | -11.0% | -4.5% |
| 3M | -4.6% | -4.9% | +0.2% | -3.9% |
| 6M | -2.6% | +47.0% | -49.6% | -11.7% |
| YTD | +10.4% | +38.4% | -28.1% | +0.4% |
| 1Y | +12.9% | +49.1% | -36.3% | +0.6% |
| 3Y | +68.4% | -14.9% | +83.3% | +66.8% |
| 5Y | +47.7% | -63.1% | +110.8% | +86.7% |
| 10Y | +142.2% | -35.6% | +177.8% | +166.1% |
| All | +142.2% | -34.5% | +176.7% | +166.1% |
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