+167.6%
VXUS vs BAX
+33.0%
+134.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.4% | +0.4% | +2.1% |
| 7D | +0.8% | +9.0% | -8.3% | -1.8% |
| 30D | -1.9% | +8.5% | -10.3% | -4.5% |
| 3M | -4.4% | -4.1% | -0.3% | -3.6% |
| 6M | -2.0% | +46.9% | -48.9% | -13.9% |
| YTD | +11.1% | +38.4% | -27.3% | -2.0% |
| 1Y | +15.1% | +47.0% | -31.9% | -0.7% |
| 3Y | +70.4% | -14.9% | +85.4% | +67.7% |
| 5Y | +47.2% | -62.5% | +109.7% | +95.2% |
| 10Y | +142.3% | -33.9% | +176.2% | +122.8% |
| All | +167.6% | +33.0% | +134.6% | +48.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling