+142.2%
VXUS vs M
-3.0%
+145.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.7% |
| 7D | +0.5% | +5.0% | -4.5% | -0.2% |
| 30D | -2.5% | +10.6% | -13.2% | -3.9% |
| 3M | -4.6% | +1.6% | -6.2% | -5.0% |
| 6M | -2.6% | +30.8% | -33.5% | -6.3% |
| YTD | +10.4% | +16.9% | -6.5% | +7.4% |
| 1Y | +12.9% | +26.3% | -13.4% | +8.6% |
| 3Y | +68.4% | +158.6% | -90.2% | +43.6% |
| 5Y | +47.7% | +2.1% | +45.6% | +36.7% |
| 10Y | +142.2% | -4.3% | +146.6% | +89.7% |
| All | +142.2% | -3.0% | +145.3% | +89.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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