+54.4%
VXUS vs M
+27.3%
+27.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | +0.2% |
| 7D | +1.0% | +4.7% | -3.7% | +0.4% |
| 30D | +2.2% | -9.6% | +11.8% | +3.5% |
| 3M | +3.0% | +0.9% | +2.1% | +2.6% |
| 6M | +10.7% | +22.3% | -11.6% | +7.5% |
| YTD | +17.8% | +6.5% | +11.3% | +16.2% |
| 1Y | +27.6% | +38.8% | -11.2% | +21.4% |
| 3Y | +73.3% | +115.9% | -42.6% | +50.5% |
| All | +54.4% | +27.3% | +27.1% | +42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling