+146.4%
VXUS vs BIL
+25.3%
+121.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +1.6% | +0.1% | +1.5% | +1.6% |
| 30D | +1.0% | +0.3% | +0.7% | +1.2% |
| 3M | +5.7% | +0.9% | +4.8% | +6.2% |
| 6M | +13.6% | +1.8% | +11.8% | +14.4% |
| YTD | +17.4% | +2.5% | +14.9% | +18.1% |
| 1Y | +25.1% | +3.7% | +21.4% | +25.8% |
| 3Y | +75.8% | +14.1% | +61.8% | +70.6% |
| 5Y | +55.4% | +19.4% | +36.0% | +47.9% |
| 10Y | +146.4% | +25.3% | +121.2% | +140.6% |
| All | +146.4% | +25.3% | +121.2% | +140.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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