+183.8%
VXUS vs M
+68.2%
+115.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | +0.1% |
| 7D | +1.0% | +4.7% | -3.7% | +0.3% |
| 30D | +2.2% | -9.6% | +11.8% | +3.7% |
| 3M | +3.0% | +0.9% | +2.1% | +2.6% |
| 6M | +10.7% | +22.3% | -11.6% | +6.9% |
| YTD | +17.8% | +6.5% | +11.3% | +15.9% |
| 1Y | +27.6% | +38.8% | -11.2% | +20.3% |
| 3Y | +73.3% | +115.9% | -42.6% | +47.3% |
| 5Y | +54.3% | +28.6% | +25.7% | +35.3% |
| 10Y | +149.8% | -2.5% | +152.4% | +101.0% |
| All | +183.8% | +68.2% | +115.6% | +64.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling