+150.1%
VXUS vs BBWI
-58.2%
+208.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.3% | +5.5% | 0.0% |
| 7D | +0.3% | -4.4% | +4.7% | +0.8% |
| 30D | +0.7% | -7.4% | +8.1% | +1.4% |
| 3M | +4.8% | -2.2% | +7.0% | +4.5% |
| 6M | +11.3% | -16.3% | +27.6% | +12.7% |
| YTD | +16.5% | -9.1% | +25.6% | +16.3% |
| 1Y | +24.3% | -34.5% | +58.8% | +28.5% |
| 3Y | +74.5% | -47.0% | +121.5% | +80.6% |
| 5Y | +54.3% | -68.8% | +123.2% | +66.8% |
| 10Y | +150.1% | -57.4% | +207.5% | +120.6% |
| All | +150.1% | -58.2% | +208.3% | +120.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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