+160.2%
VXUS vs IT
+425.1%
-264.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.2% | +1.1% |
| 7D | -1.8% | -16.9% | +15.2% | +2.3% |
| 30D | -4.6% | +2.3% | -6.9% | -5.7% |
| 3M | -6.1% | +2.9% | -8.9% | -8.0% |
| 6M | -4.9% | +25.9% | -30.7% | -13.4% |
| YTD | +8.1% | -24.6% | +32.7% | +12.0% |
| 1Y | +12.1% | -16.0% | +28.1% | +12.2% |
| 3Y | +63.9% | -51.6% | +115.4% | +88.1% |
| 5Y | +43.1% | -42.6% | +85.8% | +51.1% |
| 10Y | +139.2% | +103.6% | +35.7% | +46.4% |
| All | +160.2% | +425.1% | -264.9% | -1.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling