+146.2%
VXUS vs IT
+90.0%
+56.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | +2.1% | +1.1% | +1.0% | +1.9% |
| 30D | -1.1% | -1.8% | +0.7% | -1.2% |
| 3M | -5.6% | +4.8% | -10.4% | -7.5% |
| 6M | -2.3% | +33.0% | -35.3% | -10.5% |
| YTD | +10.4% | -23.8% | +34.2% | +14.4% |
| 1Y | +13.1% | -16.5% | +29.6% | +14.2% |
| 3Y | +68.0% | -53.6% | +121.6% | +94.5% |
| 5Y | +45.8% | -42.1% | +87.9% | +53.7% |
| All | +146.2% | +90.0% | +56.2% | +74.3% |
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