+183.8%
VXUS vs BP
+124.5%
+59.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | +1.0% | +3.9% | -2.9% | -0.4% |
| 30D | +2.2% | +7.6% | -5.4% | -0.7% |
| 3M | +3.0% | +0.7% | +2.3% | +2.0% |
| 6M | +10.7% | +15.5% | -4.8% | +3.2% |
| YTD | +17.8% | +30.8% | -13.0% | +4.4% |
| 1Y | +27.6% | +34.3% | -6.7% | +11.4% |
| 3Y | +73.3% | +35.1% | +38.3% | +47.9% |
| 5Y | +54.3% | +126.8% | -72.5% | +3.0% |
| 10Y | +149.8% | +123.4% | +26.5% | +51.9% |
| All | +183.8% | +124.5% | +59.3% | +59.2% |
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 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