+167.6%
VXUS vs BP
+128.5%
+39.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.7% | +2.8% |
| 7D | +0.8% | -6.9% | +7.6% | +3.3% |
| 30D | -1.9% | -3.6% | +1.7% | -0.9% |
| 3M | -4.4% | +8.4% | -12.8% | -7.8% |
| 6M | -2.0% | +5.3% | -7.3% | -5.1% |
| YTD | +11.1% | +33.2% | -22.0% | -2.7% |
| 1Y | +15.1% | +28.2% | -13.1% | +2.0% |
| 3Y | +70.4% | +49.2% | +21.2% | +39.5% |
| 5Y | +47.2% | +102.9% | -55.7% | +2.8% |
| 10Y | +142.3% | +127.7% | +14.6% | +45.6% |
| All | +167.6% | +128.5% | +39.1% | +48.4% |
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