+54.3%
VXUS vs ITOT
+73.3%
-19.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.4% |
| 7D | +0.3% | -0.4% | +0.7% | +0.6% |
| 30D | +0.7% | -1.6% | +2.2% | +1.9% |
| 3M | +4.8% | +3.5% | +1.2% | +2.1% |
| 6M | +11.3% | +13.1% | -1.8% | +1.8% |
| YTD | +16.5% | +12.7% | +3.8% | +6.8% |
| 1Y | +24.3% | +18.3% | +6.0% | +10.0% |
| 3Y | +74.5% | +76.4% | -1.9% | +14.1% |
| 5Y | +54.3% | +73.8% | -19.4% | +0.9% |
| All | +54.3% | +73.3% | -19.0% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 5y: compounded portfolio wealth divided by compounded ITOT 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…
5y analysis · Full analysis span regression · 6 months rolling