+142.3%
VXUS vs BP
+132.1%
+10.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.7% | +2.8% |
| 7D | +0.8% | -6.9% | +7.6% | +2.8% |
| 30D | -1.9% | -3.6% | +1.7% | -1.1% |
| 3M | -4.4% | +8.4% | -12.8% | -7.2% |
| 6M | -2.0% | +5.3% | -7.3% | -4.5% |
| YTD | +11.1% | +33.2% | -22.0% | -0.5% |
| 1Y | +15.1% | +28.2% | -13.1% | +4.2% |
| 3Y | +70.4% | +49.2% | +21.2% | +44.4% |
| 5Y | +47.2% | +102.9% | -55.7% | +9.5% |
| 10Y | +142.3% | +127.7% | +14.6% | +68.2% |
| All | +142.3% | +132.1% | +10.1% | +68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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