+124.8%
VXUS vs IR
+282.2%
-157.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.3% | +0.1% |
| 7D | +1.6% | +0.6% | +1.0% | +1.4% |
| 30D | +1.0% | -13.6% | +14.6% | +5.5% |
| 3M | +5.7% | +3.7% | +2.0% | +4.1% |
| 6M | +13.6% | -13.1% | +26.6% | +17.6% |
| YTD | +17.4% | -5.1% | +22.5% | +18.0% |
| 1Y | +25.1% | -6.5% | +31.5% | +25.9% |
| 3Y | +75.8% | +8.5% | +67.3% | +65.2% |
| 5Y | +55.4% | +43.3% | +12.1% | +31.8% |
| All | +124.8% | +282.2% | -157.4% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded IR 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling