+160.2%
VXUS vs M
+69.9%
+90.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.6% | +4.7% | +0.8% |
| 7D | -1.8% | -4.3% | +2.5% | -1.2% |
| 30D | -4.6% | +1.3% | -5.8% | -4.9% |
| 3M | -6.1% | -7.4% | +1.3% | -5.3% |
| 6M | -4.9% | +18.3% | -23.2% | -7.8% |
| YTD | +8.1% | +7.6% | +0.5% | +5.9% |
| 1Y | +12.1% | +17.4% | -5.3% | +8.3% |
| 3Y | +63.9% | +108.4% | -44.5% | +40.0% |
| 5Y | +43.1% | -10.6% | +53.7% | +33.4% |
| 10Y | +139.2% | -3.2% | +142.4% | +93.0% |
| All | +160.2% | +69.9% | +90.3% | +49.9% |
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