+142.2%
VXUS vs BB
+28.9%
+113.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | +0.5% | +11.6% | -11.1% | -0.7% |
| 30D | -2.5% | +2.6% | -5.1% | -3.1% |
| 3M | -4.6% | +3.5% | -8.1% | -5.5% |
| 6M | -2.6% | +43.5% | -46.1% | -7.9% |
| YTD | +10.4% | +141.2% | -130.8% | -1.9% |
| 1Y | +12.9% | +97.4% | -84.5% | +2.3% |
| 3Y | +68.4% | +151.1% | -82.7% | +43.5% |
| 5Y | +47.7% | -12.8% | +60.5% | +37.2% |
| 10Y | +142.2% | +27.5% | +114.7% | +82.4% |
| All | +142.2% | +28.9% | +113.3% | +82.4% |
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