+183.8%
VXUS vs BR
+938.4%
-754.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.9% | +1.9% |
| 7D | +1.0% | -5.3% | +6.3% | +3.2% |
| 30D | +2.2% | +6.4% | -4.3% | -0.6% |
| 3M | +3.0% | +13.6% | -10.7% | -3.2% |
| 6M | +10.7% | -6.7% | +17.4% | +12.5% |
| YTD | +17.8% | -21.1% | +38.9% | +28.4% |
| 1Y | +27.6% | -29.6% | +57.1% | +46.1% |
| 3Y | +73.3% | -2.4% | +75.7% | +67.7% |
| 5Y | +54.3% | +11.2% | +43.1% | +36.9% |
| 10Y | +149.8% | +191.8% | -42.0% | +24.2% |
| All | +183.8% | +938.4% | -754.6% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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