+42.9%
VXUS vs COMP
-28.0%
+70.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -8.2% | +4.5% | -2.9% |
| 7D | -3.4% | -1.8% | -1.6% | -3.3% |
| 30D | -5.8% | -0.8% | -5.1% | -5.9% |
| 3M | -6.4% | -28.1% | +21.7% | -3.9% |
| 6M | -2.5% | +27.0% | -29.5% | -5.4% |
| YTD | +7.9% | -12.8% | +20.7% | +7.5% |
| 1Y | +11.5% | +4.9% | +6.6% | +9.2% |
| 3Y | +63.4% | +321.0% | -257.6% | +36.2% |
| 5Y | +42.9% | -25.6% | +68.5% | +32.4% |
| All | +42.9% | -28.0% | +70.9% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 5y: compounded portfolio wealth divided by compounded COMP 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…
5y analysis · Full analysis span regression · 6 months rolling