+180.6%
VXUS vs NYT
+600.0%
-419.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.3% |
| 7D | +0.3% | -1.6% | +1.9% | +0.7% |
| 30D | +0.7% | +2.8% | -2.1% | 0.0% |
| 3M | +4.8% | -9.2% | +14.0% | +6.5% |
| 6M | +11.3% | -17.1% | +28.4% | +15.5% |
| YTD | +16.5% | -3.2% | +19.8% | +16.1% |
| 1Y | +24.3% | +15.7% | +8.6% | +18.2% |
| 3Y | +74.5% | +55.7% | +18.8% | +51.6% |
| 5Y | +54.3% | +39.4% | +15.0% | +34.4% |
| 10Y | +150.1% | +485.6% | -335.5% | +40.6% |
| All | +180.6% | +600.0% | -419.4% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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