+150.1%
VXUS vs MTB
+172.8%
-22.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | +0.3% | +1.1% | -0.8% | 0.0% |
| 30D | +0.7% | -4.6% | +5.3% | +1.9% |
| 3M | +4.8% | +6.3% | -1.5% | +2.9% |
| 6M | +11.3% | +15.6% | -4.3% | +6.8% |
| YTD | +16.5% | +20.6% | -4.0% | +10.3% |
| 1Y | +24.3% | +22.5% | +1.7% | +16.9% |
| 3Y | +74.5% | +114.4% | -39.9% | +37.7% |
| 5Y | +54.3% | +101.9% | -47.6% | +20.8% |
| 10Y | +150.1% | +170.4% | -20.3% | +71.6% |
| All | +150.1% | +172.8% | -22.7% | +71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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