+165.8%
VXUS vs BG
+119.1%
+46.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.5% |
| 7D | +2.1% | +2.6% | -0.4% | +1.4% |
| 30D | -1.1% | -6.7% | +5.5% | +0.6% |
| 3M | -5.6% | -9.3% | +3.6% | -3.6% |
| 6M | -2.3% | -18.3% | +16.1% | +2.2% |
| YTD | +10.4% | +16.2% | -5.8% | +4.1% |
| 1Y | +13.1% | +7.6% | +5.5% | +8.9% |
| 3Y | +68.0% | +6.6% | +61.4% | +58.8% |
| 5Y | +45.8% | +22.2% | +23.6% | +28.3% |
| 10Y | +144.7% | +112.0% | +32.7% | +62.4% |
| All | +165.8% | +119.1% | +46.6% | +52.1% |
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