+150.1%
VXUS vs IT
+88.4%
+61.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.4% |
| 7D | +0.3% | -9.1% | +9.4% | +2.1% |
| 30D | +0.7% | -12.2% | +12.8% | +3.1% |
| 3M | +4.8% | +7.8% | -3.1% | +1.5% |
| 6M | +11.3% | +2.0% | +9.3% | +8.4% |
| YTD | +16.5% | -32.7% | +49.2% | +24.7% |
| 1Y | +24.3% | -31.1% | +55.4% | +31.4% |
| 3Y | +74.5% | -52.1% | +126.6% | +97.8% |
| 5Y | +54.3% | -46.3% | +100.6% | +65.1% |
| 10Y | +150.1% | +91.4% | +58.8% | +82.7% |
| All | +150.1% | +88.4% | +61.7% | +82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 10y: compounded portfolio wealth divided by compounded IT 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…
10y analysis · Full analysis span regression · 6 months rolling