+146.4%
VXUS vs O
+50.0%
+96.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +1.6% | -0.6% | +2.1% | +1.8% |
| 30D | +1.0% | -2.0% | +3.0% | +1.6% |
| 3M | +5.7% | +3.0% | +2.7% | +4.4% |
| 6M | +13.6% | -3.6% | +17.2% | +14.6% |
| YTD | +17.4% | +12.1% | +5.3% | +12.7% |
| 1Y | +25.1% | +8.9% | +16.2% | +21.1% |
| 3Y | +75.8% | +30.3% | +45.5% | +58.8% |
| 5Y | +55.4% | +13.7% | +41.7% | +45.8% |
| 10Y | +146.4% | +50.3% | +96.1% | +114.0% |
| All | +146.4% | +50.0% | +96.4% | +114.0% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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