+147.3%
VXUS vs LYB
+48.3%
+99.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.2% |
| 7D | -1.4% | +0.3% | -1.7% | -1.5% |
| 30D | -0.5% | +2.5% | -2.9% | -1.2% |
| 3M | +2.6% | +1.4% | +1.2% | +1.7% |
| 6M | +10.9% | -3.5% | +14.3% | +9.4% |
| YTD | +16.1% | +52.0% | -35.8% | -0.7% |
| 1Y | +22.3% | +22.1% | +0.2% | +11.0% |
| 3Y | +72.0% | -22.8% | +94.8% | +76.5% |
| 5Y | +54.1% | -3.4% | +57.5% | +44.7% |
| All | +147.3% | +48.3% | +99.0% | +89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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