+183.8%
VXUS vs BB
-87.6%
+271.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +1.0% | -5.6% | +6.7% | +1.6% |
| 30D | +2.2% | -11.8% | +14.0% | +3.4% |
| 3M | +3.0% | -25.5% | +28.5% | +5.4% |
| 6M | +10.7% | +121.3% | -110.6% | +0.2% |
| YTD | +17.8% | +103.2% | -85.3% | +7.6% |
| 1Y | +27.6% | +102.6% | -75.1% | +16.0% |
| 3Y | +73.3% | +37.5% | +35.8% | +58.8% |
| 5Y | +54.3% | -30.4% | +84.8% | +47.8% |
| 10Y | +149.8% | 0.0% | +149.8% | +102.6% |
| All | +183.8% | -87.6% | +271.4% | +174.1% |
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