+146.4%
VXUS vs BN
+259.6%
-113.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | +0.7% |
| 7D | +1.6% | -1.2% | +2.8% | +2.1% |
| 30D | +1.0% | -10.9% | +11.9% | +5.8% |
| 3M | +5.7% | -11.1% | +16.7% | +10.7% |
| 6M | +13.6% | -4.4% | +17.9% | +15.1% |
| YTD | +17.4% | -14.1% | +31.5% | +23.9% |
| 1Y | +25.1% | -11.1% | +36.1% | +29.6% |
| 3Y | +75.8% | +75.6% | +0.3% | +31.4% |
| 5Y | +55.4% | +35.8% | +19.6% | +26.9% |
| 10Y | +146.4% | +261.6% | -115.2% | +23.9% |
| All | +146.4% | +259.6% | -113.2% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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