+160.2%
VXUS vs BP
+128.2%
+32.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | -1.8% | -11.6% | +9.9% | +2.5% |
| 30D | -4.6% | 0.0% | -4.6% | -4.9% |
| 3M | -6.1% | +6.7% | -12.8% | -8.9% |
| 6M | -4.9% | +2.2% | -7.1% | -6.9% |
| YTD | +8.1% | +33.0% | -24.9% | -5.4% |
| 1Y | +12.1% | +30.7% | -18.6% | -1.4% |
| 3Y | +63.9% | +44.2% | +19.7% | +35.9% |
| 5Y | +43.1% | +105.1% | -62.0% | -0.6% |
| 10Y | +139.2% | +133.5% | +5.7% | +41.8% |
| All | +160.2% | +128.2% | +32.0% | +44.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling