+160.2%
VXUS vs BB
-85.9%
+246.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.4% | -4.3% | -0.3% |
| 7D | -1.8% | +3.8% | -5.6% | -2.2% |
| 30D | -4.6% | -0.3% | -4.2% | -4.8% |
| 3M | -6.1% | -0.5% | -5.6% | -6.5% |
| 6M | -4.9% | +45.9% | -50.8% | -10.0% |
| YTD | +8.1% | +130.6% | -122.6% | -3.0% |
| 1Y | +12.1% | +89.2% | -77.1% | +2.5% |
| 3Y | +63.9% | +137.5% | -73.6% | +41.6% |
| 5Y | +43.1% | -20.9% | +64.0% | +35.0% |
| 10Y | +139.2% | +25.4% | +113.8% | +88.9% |
| All | +160.2% | -85.9% | +246.1% | +146.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling