+53.1%
VXUS vs LYV
+93.4%
-40.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -1.4% | -1.9% | +0.5% | -1.0% |
| 30D | -0.5% | -8.2% | +7.7% | +1.3% |
| 3M | +2.6% | -1.3% | +3.8% | +2.6% |
| 6M | +10.9% | +2.6% | +8.3% | +9.8% |
| YTD | +16.1% | +19.4% | -3.3% | +11.2% |
| 1Y | +22.3% | -2.2% | +24.5% | +21.8% |
| 3Y | +72.0% | +106.0% | -34.0% | +43.8% |
| All | +53.1% | +93.4% | -40.2% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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