+142.3%
VXUS vs BN
+289.4%
-147.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.8% | -1.0% | +1.3% |
| 7D | +0.8% | +3.6% | -2.9% | -0.8% |
| 30D | -1.9% | +15.9% | -17.7% | -7.8% |
| 3M | -4.4% | -2.3% | -2.1% | -3.7% |
| 6M | -2.0% | -8.4% | +6.4% | +1.1% |
| YTD | +11.1% | -5.9% | +17.0% | +12.7% |
| 1Y | +15.1% | -5.6% | +20.6% | +16.3% |
| 3Y | +70.4% | +104.2% | -33.8% | +19.9% |
| 5Y | +47.2% | +35.5% | +11.7% | +20.8% |
| 10Y | +142.3% | +285.2% | -143.0% | +22.4% |
| All | +142.3% | +289.4% | -147.1% | +22.4% |
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