+182.8%
VXUS vs MKTX
+817.0%
-634.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.4% |
| 7D | +1.6% | +0.4% | +1.2% | +1.5% |
| 30D | +1.0% | +1.0% | 0.0% | +0.8% |
| 3M | +5.7% | +41.3% | -35.6% | -1.8% |
| 6M | +13.6% | -11.3% | +24.9% | +15.2% |
| YTD | +17.4% | -8.6% | +26.0% | +18.2% |
| 1Y | +25.1% | -11.1% | +36.1% | +26.4% |
| 3Y | +75.8% | -24.5% | +100.3% | +79.1% |
| 5Y | +55.4% | -61.4% | +116.8% | +79.0% |
| 10Y | +146.4% | +6.8% | +139.6% | +110.1% |
| All | +182.8% | +817.0% | -634.2% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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