+146.3%
VXUS vs MTB
+113.8%
+32.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | +2.3% | 0.0% | +2.3% | +2.3% |
| 30D | -2.2% | +0.8% | -3.1% | -2.4% |
| 3M | -5.4% | -12.8% | +7.4% | -1.9% |
| 6M | -1.2% | +6.7% | -7.9% | -3.2% |
| YTD | +10.4% | +11.3% | -0.9% | +6.7% |
| 1Y | +11.8% | +20.2% | -8.3% | +5.8% |
| 3Y | +68.4% | +103.8% | -35.4% | +34.8% |
| 5Y | +45.9% | +60.9% | -15.0% | +22.0% |
| All | +146.3% | +113.8% | +32.5% | +84.9% |
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