+183.8%
VXUS vs BG
+155.9%
+27.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.8% |
| 7D | +1.0% | +2.8% | -1.8% | +0.2% |
| 30D | +2.2% | +12.0% | -9.8% | -1.1% |
| 3M | +3.0% | -7.7% | +10.7% | +4.7% |
| 6M | +10.7% | +4.5% | +6.2% | +8.3% |
| YTD | +17.8% | +35.7% | -17.8% | +7.0% |
| 1Y | +27.6% | +50.1% | -22.5% | +12.0% |
| 3Y | +73.3% | +12.6% | +60.7% | +62.3% |
| 5Y | +54.3% | +75.4% | -21.1% | +22.0% |
| 10Y | +149.8% | +150.5% | -0.6% | +58.2% |
| All | +183.8% | +155.9% | +27.9% | +56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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