+165.8%
VXUS vs BN
+679.5%
-513.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.7% | -0.1% |
| 7D | +0.5% | +4.3% | -3.8% | -1.4% |
| 30D | -2.5% | +14.3% | -16.8% | -8.5% |
| 3M | -4.6% | -4.1% | -0.5% | -3.1% |
| 6M | -2.6% | -9.7% | +7.0% | +1.3% |
| YTD | +10.4% | -7.1% | +17.5% | +12.7% |
| 1Y | +12.9% | -7.4% | +20.3% | +15.2% |
| 3Y | +68.4% | +102.3% | -34.0% | +14.6% |
| 5Y | +47.7% | +35.9% | +11.7% | +18.1% |
| 10Y | +142.2% | +289.2% | -147.0% | +3.4% |
| All | +165.8% | +679.5% | -513.7% | -34.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling