+147.1%
VXUS vs IT
+93.0%
+54.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.2% | +0.5% |
| 7D | -0.5% | -6.8% | +6.3% | +0.8% |
| 30D | -1.2% | -0.6% | -0.6% | -1.6% |
| 3M | -3.8% | +3.1% | -6.9% | -5.4% |
| 6M | -1.7% | +25.5% | -27.2% | -8.7% |
| YTD | +11.4% | -23.5% | +34.9% | +15.4% |
| 1Y | +13.3% | -16.6% | +30.0% | +14.5% |
| 3Y | +70.0% | -53.1% | +123.1% | +96.2% |
| 5Y | +48.1% | -41.4% | +89.5% | +55.6% |
| 10Y | +147.1% | +90.9% | +56.1% | +74.6% |
| All | +147.1% | +93.0% | +54.1% | +74.6% |
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