+183.8%
VXUS vs MTB
+330.3%
-146.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +1.0% | +1.7% | -0.7% | +0.4% |
| 30D | +2.2% | -4.2% | +6.4% | +3.6% |
| 3M | +3.0% | +8.9% | -5.9% | -0.1% |
| 6M | +10.7% | +10.9% | -0.2% | +6.5% |
| YTD | +17.8% | +21.5% | -3.6% | +9.8% |
| 1Y | +27.6% | +21.9% | +5.7% | +18.5% |
| 3Y | +73.3% | +109.2% | -35.9% | +30.1% |
| 5Y | +54.3% | +102.0% | -47.6% | +12.9% |
| 10Y | +149.8% | +171.9% | -22.1% | +39.4% |
| All | +183.8% | +330.3% | -146.5% | +10.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling