+150.1%
VXUS vs BB
+2.1%
+148.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.8% | -0.6% |
| 7D | +0.3% | +1.8% | -1.6% | +0.1% |
| 30D | +0.7% | -12.2% | +12.9% | +2.0% |
| 3M | +4.8% | -12.3% | +17.1% | +5.5% |
| 6M | +11.3% | +122.7% | -111.4% | +0.2% |
| YTD | +16.5% | +104.5% | -88.0% | +5.8% |
| 1Y | +24.3% | +106.7% | -82.4% | +12.2% |
| 3Y | +74.5% | +70.0% | +4.5% | +55.4% |
| 5Y | +54.3% | -27.8% | +82.1% | +46.6% |
| 10Y | +150.1% | +2.4% | +147.7% | +88.8% |
| All | +150.1% | +2.1% | +148.0% | +88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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